+62.5%
VUG vs SONY
+12.1%
+50.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -6.3% | +11.1% | -17.4% | -10.4% |
| 3M | -6.0% | +14.7% | -20.7% | -11.5% |
| 6M | -3.5% | +18.8% | -22.3% | -11.0% |
| YTD | +3.9% | +5.7% | -1.8% | +0.3% |
| 1Y | +5.1% | -8.1% | +13.2% | +7.9% |
| 3Y | +77.9% | +64.0% | +13.9% | +33.1% |
| All | +62.5% | +12.1% | +50.4% | +43.9% |
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 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