+760.9%
JOYY vs VT
+363.8%
+397.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | 0.0% |
| 30D | +0.3% | +1.0% | -0.7% | -1.0% |
| 3M | +12.8% | +2.4% | +10.4% | +8.9% |
| 6M | +31.3% | +12.0% | +19.3% | +12.9% |
| YTD | +23.1% | +15.3% | +7.7% | +1.9% |
| 1Y | +30.5% | +22.6% | +7.9% | -0.4% |
| 3Y | +144.1% | +74.7% | +69.5% | +14.2% |
| 5Y | +47.4% | +66.1% | -18.7% | -23.5% |
| 10Y | +84.0% | +225.0% | -141.0% | -58.1% |
| All | +760.9% | +363.8% | +397.1% | +32.3% |
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