+821.6%
JOYY vs VT
+347.8%
+473.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.6% |
| 7D | -1.6% | +2.9% | -4.5% | -5.1% |
| 30D | -4.6% | -2.5% | -2.1% | -1.9% |
| 3M | +8.3% | -3.3% | +11.6% | +12.4% |
| 6M | +41.0% | +1.5% | +39.5% | +37.1% |
| YTD | +31.8% | +11.4% | +20.4% | +13.4% |
| 1Y | +42.5% | +11.9% | +30.6% | +21.6% |
| 3Y | +119.1% | +73.9% | +45.2% | +2.4% |
| 5Y | +89.8% | +57.9% | +31.9% | +4.6% |
| 10Y | +135.6% | +222.6% | -87.0% | -46.3% |
| All | +821.6% | +347.8% | +473.8% | +47.3% |
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