+12.9%
VUG vs SONY
-16.9%
+29.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -0.5% | -2.7% | +2.2% | -0.1% |
| 30D | -1.0% | +1.5% | -2.5% | -1.2% |
| 3M | +3.5% | +13.0% | -9.5% | +1.1% |
| 6M | +14.2% | +11.2% | +3.0% | +11.2% |
| YTD | +8.5% | -6.6% | +15.1% | +9.2% |
| 1Y | +12.9% | -18.1% | +31.0% | +17.4% |
| All | +12.9% | -16.9% | +29.8% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling