-95.3%
FIRY vs VT
+53.2%
-148.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.2% | +2.7% |
| 7D | -19.9% | -4.2% | -15.7% | -11.4% |
| 30D | -13.9% | -5.8% | -8.1% | -0.4% |
| 3M | +8.8% | -5.2% | +14.1% | +23.5% |
| 6M | +61.2% | +0.1% | +61.0% | +56.3% |
| YTD | +149.4% | +8.2% | +141.2% | +98.2% |
| 1Y | +69.6% | +10.1% | +59.4% | +28.0% |
| 3Y | +79.2% | +69.7% | +9.5% | -64.4% |
| 5Y | -95.3% | +53.4% | -148.6% | -98.3% |
| All | -95.3% | +53.2% | -148.4% | -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 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