+1,737.4%
EME vs FWONK
+276.9%
+1,460.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -6.3% | -7.7% | +1.4% | -4.1% |
| 3M | -3.8% | +5.7% | -9.5% | -6.1% |
| 6M | +8.5% | +13.5% | -5.0% | +3.2% |
| YTD | +27.8% | -3.0% | +30.8% | +27.4% |
| 1Y | +22.2% | -6.4% | +28.6% | +22.8% |
| 3Y | +253.5% | +43.8% | +209.6% | +204.7% |
| 5Y | +578.6% | +98.6% | +480.1% | +416.2% |
| 10Y | +1,355.6% | +340.0% | +1,015.6% | +752.0% |
| All | +1,737.4% | +276.9% | +1,460.5% | +939.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling