+242.5%
ET vs FWONK
+97.7%
+144.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +2.9% | -7.7% | +10.6% | +4.5% |
| 3M | +16.8% | +5.7% | +11.1% | +15.2% |
| 6M | +18.9% | +13.5% | +5.4% | +14.9% |
| YTD | +37.7% | -3.0% | +40.7% | +38.1% |
| 1Y | +32.4% | -6.4% | +38.9% | +33.8% |
| 3Y | +99.5% | +43.8% | +55.7% | +78.6% |
| All | +242.5% | +97.7% | +144.8% | +161.9% |
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