+116.2%
JOYY vs VT
+74.5%
+41.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -1.6% | +2.9% | -4.5% | -3.7% |
| 30D | -4.6% | -2.5% | -2.1% | -2.9% |
| 3M | +8.3% | -3.3% | +11.6% | +10.8% |
| 6M | +41.0% | +1.5% | +39.5% | +39.0% |
| YTD | +31.8% | +11.4% | +20.4% | +20.9% |
| 1Y | +42.5% | +11.9% | +30.6% | +30.3% |
| All | +116.2% | +74.5% | +41.7% | +38.2% |
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