+70.0%
BURL vs FWONK
+44.0%
+26.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -2.8% | -6.2% | +3.4% | -1.3% |
| 30D | -28.2% | -0.6% | -27.6% | -28.0% |
| 3M | -17.6% | +11.1% | -28.7% | -19.7% |
| 6M | -11.8% | +11.7% | -23.5% | -14.6% |
| YTD | -8.1% | -3.1% | -5.1% | -7.5% |
| 1Y | -12.0% | -4.2% | -7.8% | -11.1% |
| All | +70.0% | +44.0% | +26.0% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling