-2.1%
VTEB vs SONY
+10.4%
-12.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.3% |
| 7D | -0.9% | -2.7% | +1.8% | -0.9% |
| 30D | -2.5% | +1.5% | -4.0% | -2.6% |
| 3M | -3.0% | +13.0% | -16.0% | -3.3% |
| 6M | -2.1% | +11.2% | -13.3% | -2.3% |
| All | -2.1% | +10.4% | -12.6% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling