-42.4%
FURY vs VT
+238.1%
-280.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | +3.7% | -0.1% | +3.8% | +3.9% |
| 30D | -8.8% | -3.1% | -5.8% | -6.5% |
| 3M | -16.5% | -3.5% | -13.0% | -14.0% |
| 6M | -14.3% | +0.5% | -14.7% | -14.1% |
| YTD | -14.4% | +10.8% | -25.2% | -20.0% |
| 1Y | -10.8% | +11.9% | -22.7% | -17.0% |
| 3Y | +52.1% | +73.0% | -20.9% | +3.8% |
| 5Y | -27.9% | +58.6% | -86.5% | -48.1% |
| 10Y | -82.0% | +219.2% | -301.2% | -91.3% |
| All | -42.4% | +238.1% | -280.5% | -70.8% |
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