+349.1%
VT vs SONY
+236.5%
+112.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | -2.3% | +6.7% | -9.0% | -4.7% |
| 30D | -5.0% | +14.8% | -19.8% | -9.8% |
| 3M | -4.9% | +16.9% | -21.8% | -10.5% |
| 6M | -1.5% | +30.2% | -31.8% | -11.6% |
| YTD | +8.5% | +5.5% | +3.0% | +4.8% |
| 1Y | +11.4% | -4.6% | +15.9% | +11.4% |
| 3Y | +70.1% | +57.2% | +12.8% | +37.8% |
| 5Y | +53.7% | +12.1% | +41.7% | +38.9% |
| 10Y | +220.0% | +361.6% | -141.6% | +63.9% |
| All | +349.1% | +236.5% | +112.5% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling