+377.4%
VT vs SONY
+206.1%
+171.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | +1.0% | +9.4% | -8.5% | -2.4% |
| 3M | +2.4% | +10.5% | -8.1% | -1.8% |
| 6M | +12.0% | +11.7% | +0.3% | +6.6% |
| YTD | +15.3% | -4.1% | +19.4% | +15.7% |
| 1Y | +22.6% | -11.8% | +34.4% | +26.3% |
| 3Y | +74.7% | +45.9% | +28.8% | +45.8% |
| 5Y | +66.1% | +16.3% | +49.9% | +48.2% |
| 10Y | +225.0% | +297.6% | -72.6% | +76.3% |
| All | +377.4% | +206.1% | +171.3% | +139.9% |
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