+130.0%
JOYY vs VT
+223.7%
-93.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.5% |
| 7D | +2.7% | +0.4% | +2.4% | +2.0% |
| 30D | +0.5% | -2.6% | +3.1% | +3.5% |
| 3M | +11.6% | -3.2% | +14.9% | +15.6% |
| 6M | +44.4% | +0.9% | +43.4% | +41.5% |
| YTD | +36.4% | +11.3% | +25.0% | +17.9% |
| 1Y | +48.4% | +14.0% | +34.4% | +24.1% |
| 3Y | +127.2% | +75.8% | +51.3% | +5.6% |
| 5Y | +114.1% | +57.8% | +56.3% | +18.2% |
| 10Y | +130.0% | +219.8% | -89.8% | -41.4% |
| All | +130.0% | +223.7% | -93.7% | -41.4% |
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