-79.7%
DOYU vs VT
+144.8%
-224.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.5% | +0.4% | 0.0% | -0.1% |
| 30D | -9.9% | +1.0% | -10.8% | -11.0% |
| 3M | -16.0% | +2.4% | -18.4% | -18.8% |
| 6M | -16.5% | +12.0% | -28.5% | -28.0% |
| YTD | -36.8% | +15.3% | -52.1% | -47.5% |
| 1Y | -44.2% | +22.6% | -66.8% | -57.1% |
| 3Y | +122.3% | +74.7% | +47.6% | +9.9% |
| 5Y | -44.8% | +66.1% | -111.0% | -70.4% |
| All | -79.7% | +144.8% | -224.5% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling