+192.1%
BURL vs FWONK
+363.5%
-171.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.1% |
| 7D | -7.0% | -0.6% | -6.3% | -6.8% |
| 30D | -35.6% | -5.8% | -29.8% | -34.1% |
| 3M | -26.3% | +10.0% | -36.3% | -29.2% |
| 6M | -20.7% | +14.7% | -35.3% | -25.4% |
| YTD | -17.2% | -1.7% | -15.5% | -17.6% |
| 1Y | -15.0% | -4.6% | -10.4% | -14.6% |
| 3Y | +53.2% | +46.7% | +6.6% | +26.8% |
| 5Y | -18.7% | +99.4% | -118.1% | -41.8% |
| 10Y | +192.1% | +345.6% | -153.5% | +64.2% |
| All | +192.1% | +363.5% | -171.4% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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