-41.6%
FURY vs VT
+231.1%
-272.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +10.8% | -2.3% | +13.1% | +13.0% |
| 30D | -0.8% | -5.0% | +4.2% | +3.4% |
| 3M | -10.6% | -4.9% | -5.8% | -6.8% |
| 6M | -13.9% | -1.5% | -12.4% | -12.4% |
| YTD | -13.2% | +8.5% | -21.7% | -17.5% |
| 1Y | -3.0% | +11.4% | -14.4% | -9.3% |
| 3Y | +47.1% | +70.1% | -22.9% | +1.8% |
| 5Y | -21.2% | +53.7% | -75.0% | -42.0% |
| 10Y | -84.3% | +220.0% | -304.3% | -92.4% |
| All | -41.6% | +231.1% | -272.7% | -69.9% |
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