-98.6%
JYD vs VT
+74.1%
-172.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.6% | -6.1% |
| 7D | -16.1% | +0.4% | -16.5% | -17.2% |
| 30D | +58.5% | -2.6% | +61.1% | +61.7% |
| 3M | +56.8% | -3.2% | +60.1% | +61.5% |
| 6M | -69.1% | +0.9% | -70.0% | -69.5% |
| YTD | -70.8% | +11.3% | -82.1% | -74.1% |
| 1Y | -61.2% | +14.0% | -75.2% | -66.6% |
| 3Y | -98.6% | +75.8% | -174.4% | -98.6% |
| All | -98.6% | +74.1% | -172.7% | -98.6% |
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