+847.0%
JOYY vs VT
+336.3%
+510.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | +0.7% | -2.3% | +3.1% | +3.6% |
| 30D | -0.5% | -5.0% | +4.4% | +5.7% |
| 3M | +10.4% | -4.9% | +15.3% | +17.0% |
| 6M | +40.0% | -1.5% | +41.6% | +41.6% |
| YTD | +35.4% | +8.5% | +26.9% | +20.6% |
| 1Y | +47.8% | +11.4% | +36.5% | +26.9% |
| 3Y | +121.1% | +70.1% | +51.1% | +6.3% |
| 5Y | +114.5% | +53.7% | +60.8% | +22.3% |
| 10Y | +129.9% | +220.0% | -90.1% | -47.1% |
| All | +847.0% | +336.3% | +510.7% | +56.5% |
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