+11.9%
VT vs SONY
-4.4%
+16.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.1% | +5.2% | -5.3% | -0.8% |
| 30D | -3.1% | +10.7% | -13.8% | -4.5% |
| 3M | -3.5% | +12.1% | -15.6% | -5.2% |
| 6M | +0.5% | +32.6% | -32.1% | -4.9% |
| YTD | +10.8% | +4.3% | +6.4% | +9.6% |
| 1Y | +11.9% | -4.5% | +16.4% | +12.8% |
| All | +11.9% | -4.4% | +16.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling