-30.6%
FURY vs VT
+252.0%
-282.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +7.0% | +1.0% | +6.1% | +6.3% |
| 3M | +10.3% | +2.4% | +7.9% | +8.7% |
| 6M | -13.5% | +12.0% | -25.5% | -20.3% |
| YTD | +3.2% | +15.3% | -12.1% | -6.6% |
| 1Y | -6.3% | +22.6% | -28.9% | -18.6% |
| 3Y | +48.5% | +74.7% | -26.1% | +0.1% |
| 5Y | -21.9% | +66.1% | -88.1% | -45.9% |
| 10Y | -82.9% | +225.0% | -307.9% | -91.9% |
| All | -30.6% | +252.0% | -282.6% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling