+68.6%
ESI vs FWONK
+97.7%
-29.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -10.5% | -7.7% | -2.8% | -8.1% |
| 3M | -19.8% | +5.7% | -25.5% | -22.1% |
| 6M | +5.8% | +13.5% | -7.7% | -0.3% |
| YTD | +38.3% | -3.0% | +41.3% | +38.2% |
| 1Y | +31.5% | -6.4% | +37.9% | +33.2% |
| 3Y | +80.7% | +43.8% | +36.9% | +49.7% |
| All | +68.6% | +97.7% | -29.1% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling