-82.1%
FURY vs VT
+221.8%
-303.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.6% |
| 7D | -8.2% | +2.4% | -10.6% | -10.0% |
| 30D | -6.7% | -1.5% | -5.2% | -5.5% |
| 3M | -23.0% | -4.1% | -18.8% | -20.0% |
| 6M | -25.2% | +0.6% | -25.7% | -25.1% |
| YTD | -20.3% | +11.0% | -31.4% | -26.1% |
| 1Y | -13.6% | +13.3% | -27.0% | -21.0% |
| 3Y | +42.9% | +73.4% | -30.5% | -5.9% |
| 5Y | -37.3% | +57.4% | -94.8% | -56.0% |
| All | -82.1% | +221.8% | -303.9% | -93.1% |
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