+141.2%
JOYY vs VT
+224.4%
-83.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.8% |
| 7D | -0.7% | -0.7% | 0.0% | -0.1% |
| 30D | -1.9% | -1.7% | -0.2% | -0.1% |
| 3M | +12.0% | -2.3% | +14.3% | +14.6% |
| 6M | +42.4% | +1.5% | +40.9% | +38.6% |
| YTD | +34.9% | +12.0% | +22.8% | +15.7% |
| 1Y | +43.3% | +12.9% | +30.5% | +21.4% |
| 3Y | +124.3% | +74.9% | +49.3% | +5.2% |
| 5Y | +99.8% | +59.9% | +39.9% | +8.6% |
| 10Y | +141.2% | +224.6% | -83.4% | -37.6% |
| All | +141.2% | +224.4% | -83.1% | -37.6% |
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