+57.9%
VT vs SONY
+11.5%
+46.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | +2.9% | -3.2% | +6.1% | +3.9% |
| 30D | -2.5% | +9.6% | -12.1% | -5.5% |
| 3M | -3.3% | +13.3% | -16.6% | -7.4% |
| 6M | +1.5% | +20.3% | -18.8% | -5.0% |
| YTD | +11.4% | +4.1% | +7.2% | +8.9% |
| 1Y | +11.9% | -11.9% | +23.8% | +15.9% |
| 3Y | +73.9% | +56.6% | +17.3% | +42.6% |
| 5Y | +57.9% | +10.9% | +47.0% | +41.5% |
| All | +57.9% | +11.5% | +46.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling