-84.2%
FURY vs VT
+222.7%
-306.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.8% |
| 7D | +3.4% | -0.1% | +3.5% | +3.5% |
| 30D | +0.8% | -0.7% | +1.5% | +1.5% |
| 3M | +17.0% | +4.0% | +13.0% | +13.5% |
| 6M | -10.6% | +12.3% | -22.9% | -18.4% |
| YTD | +3.4% | +14.0% | -10.7% | -6.5% |
| 1Y | -12.4% | +20.3% | -32.7% | -23.7% |
| 3Y | +52.4% | +75.4% | -23.0% | -1.5% |
| 5Y | -15.3% | +66.0% | -81.3% | -43.3% |
| 10Y | -84.2% | +228.2% | -312.4% | -94.5% |
| All | -84.2% | +222.7% | -306.9% | -94.5% |
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