+1,250.4%
VUG vs SONY
+262.2%
+988.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.1% | -1.2% | +1.1% | +0.3% |
| 30D | -0.3% | +9.4% | -9.8% | -3.4% |
| 3M | -0.7% | +10.5% | -11.2% | -4.5% |
| 6M | +14.6% | +11.7% | +2.9% | +9.4% |
| YTD | +9.0% | -4.1% | +13.1% | +9.4% |
| 1Y | +14.9% | -11.8% | +26.6% | +18.1% |
| 3Y | +86.0% | +45.9% | +40.1% | +57.9% |
| 5Y | +76.7% | +16.3% | +60.4% | +60.7% |
| 10Y | +411.3% | +297.6% | +113.7% | +206.9% |
| All | +1,250.4% | +262.2% | +988.2% | +585.9% |
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