-35.3%
DOYU vs VT
+53.4%
-88.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.0% |
| 7D | +7.1% | -2.3% | +9.4% | +10.7% |
| 30D | -4.4% | -5.0% | +0.6% | +3.2% |
| 3M | -13.8% | -4.9% | -9.0% | -7.3% |
| 6M | -19.4% | -1.5% | -17.9% | -18.8% |
| YTD | -42.4% | +8.5% | -50.8% | -51.3% |
| 1Y | -40.2% | +11.4% | -51.6% | -52.0% |
| 3Y | +152.7% | +70.1% | +82.7% | -12.5% |
| All | -35.3% | +53.4% | -88.7% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling