+265.7%
ELF vs FWONK
+235.5%
+30.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -11.6% | +0.1% | -11.7% | -11.7% |
| 30D | +4.6% | -7.7% | +12.4% | +8.0% |
| 3M | +59.7% | +5.7% | +54.0% | +56.0% |
| 6M | +21.2% | +13.5% | +7.8% | +14.7% |
| YTD | +27.4% | -3.0% | +30.4% | +27.8% |
| 1Y | -29.8% | -6.4% | -23.4% | -29.0% |
| 3Y | -28.5% | +43.8% | -72.3% | -40.6% |
| 5Y | +220.0% | +98.6% | +121.5% | +126.3% |
| All | +265.7% | +235.5% | +30.2% | +96.6% |
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