-82.0%
DOYU vs VT
+136.3%
-218.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.0% |
| 7D | +1.5% | +2.9% | -1.4% | -2.1% |
| 30D | +1.9% | -2.5% | +4.4% | +4.6% |
| 3M | -16.7% | -3.3% | -13.4% | -13.8% |
| 6M | -21.0% | +1.5% | -22.5% | -23.2% |
| YTD | -44.0% | +11.4% | -55.3% | -51.7% |
| 1Y | -44.0% | +11.9% | -55.9% | -52.1% |
| 3Y | +139.4% | +73.9% | +65.5% | +17.9% |
| 5Y | -47.8% | +57.9% | -105.7% | -70.6% |
| All | -82.0% | +136.3% | -218.3% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling