-99.7%
JYD vs VT
+84.7%
-184.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.4% | +1.0% | +0.4% | +0.7% |
| 30D | -9.5% | -0.2% | -9.2% | -9.2% |
| 3M | +18.6% | +4.5% | +14.0% | +13.7% |
| 6M | -68.9% | +14.1% | -82.9% | -72.3% |
| YTD | -83.1% | +14.8% | -97.9% | -85.1% |
| 1Y | -89.1% | +21.2% | -110.3% | -90.9% |
| 3Y | -99.2% | +76.6% | -175.8% | -99.4% |
| All | -99.7% | +84.7% | -184.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling