+99.0%
ET vs FWONK
+276.3%
-177.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | +4.6% | -6.8% | +11.4% | +7.0% |
| 3M | +16.0% | +7.7% | +8.3% | +12.7% |
| 6M | +22.8% | +11.0% | +11.8% | +17.3% |
| YTD | +38.9% | -3.1% | +42.0% | +38.7% |
| 1Y | +34.1% | -3.5% | +37.6% | +33.7% |
| 3Y | +98.8% | +44.6% | +54.2% | +67.3% |
| 5Y | +246.8% | +98.3% | +148.6% | +151.5% |
| 10Y | +174.4% | +339.3% | -164.9% | +43.0% |
| All | +99.0% | +276.3% | -177.4% | -3.9% |
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 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