-94.2%
FIRY vs VT
+153.6%
-247.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.3% |
| 7D | -10.2% | -2.3% | -7.9% | -5.7% |
| 30D | -3.1% | -5.0% | +1.8% | +8.6% |
| 3M | +14.8% | -4.9% | +19.7% | +28.2% |
| 6M | +80.8% | -1.5% | +82.3% | +84.2% |
| YTD | +166.4% | +8.5% | +157.9% | +116.3% |
| 1Y | +79.1% | +11.4% | +67.7% | +36.0% |
| 3Y | +103.2% | +70.1% | +33.1% | -49.1% |
| 5Y | -94.9% | +53.7% | -148.7% | -98.1% |
| All | -94.2% | +153.6% | -247.8% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling