+1,187.3%
VUG vs SONY
+299.2%
+888.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -6.3% | +11.1% | -17.4% | -9.9% |
| 3M | -6.0% | +14.7% | -20.7% | -10.8% |
| 6M | -3.5% | +18.8% | -22.3% | -10.0% |
| YTD | +3.9% | +5.7% | -1.8% | +0.4% |
| 1Y | +5.1% | -8.1% | +13.2% | +6.5% |
| 3Y | +77.9% | +64.0% | +13.9% | +44.6% |
| 5Y | +62.4% | +12.6% | +49.8% | +48.6% |
| 10Y | +399.4% | +373.8% | +25.6% | +182.2% |
| All | +1,187.3% | +299.2% | +888.1% | +529.7% |
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