+318.8%
VWO vs SONY
+241.8%
+77.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -1.7% | -5.8% | +4.0% | +0.7% |
| 30D | -0.3% | -0.4% | +0.1% | -0.3% |
| 3M | +4.0% | +13.3% | -9.3% | -2.2% |
| 6M | +8.1% | +8.5% | -0.4% | +3.1% |
| YTD | +11.6% | -8.1% | +19.8% | +14.1% |
| 1Y | +16.2% | -17.9% | +34.1% | +24.0% |
| 3Y | +63.3% | +41.4% | +21.8% | +32.2% |
| 5Y | +33.4% | +9.3% | +24.1% | +18.0% |
| 10Y | +113.3% | +283.0% | -169.7% | -1.5% |
| All | +318.8% | +241.8% | +77.1% | +68.5% |
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