+143.5%
JOYY vs VT
+75.0%
+68.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +0.3% | +1.0% | -0.7% | -0.5% |
| 3M | +12.8% | +2.4% | +10.4% | +10.6% |
| 6M | +31.3% | +12.0% | +19.3% | +20.1% |
| YTD | +23.1% | +15.3% | +7.7% | +10.2% |
| 1Y | +30.5% | +22.6% | +7.9% | +11.3% |
| All | +143.5% | +75.0% | +68.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling