+73.4%
VT vs SONY
+63.5%
+9.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -1.5% | +11.1% | -12.6% | -4.0% |
| 3M | -4.1% | +14.7% | -18.8% | -7.3% |
| 6M | +0.6% | +18.8% | -18.2% | -3.8% |
| YTD | +11.0% | +5.7% | +5.3% | +9.1% |
| 1Y | +13.3% | -8.1% | +21.4% | +15.5% |
| 3Y | +73.4% | +64.0% | +9.4% | +53.5% |
| All | +73.4% | +63.5% | +9.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling