+290.1%
ETR vs FWONK
+340.2%
-50.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -1.8% | -7.7% | +6.0% | -0.2% |
| 3M | -3.6% | +5.7% | -9.3% | -5.0% |
| 6M | +2.6% | +13.5% | -10.8% | -0.6% |
| YTD | +16.0% | -3.0% | +19.0% | +16.1% |
| 1Y | +20.1% | -6.4% | +26.5% | +21.0% |
| 3Y | +143.6% | +43.8% | +99.8% | +119.7% |
| 5Y | +124.4% | +98.6% | +25.8% | +83.3% |
| All | +290.1% | +340.2% | -50.1% | +174.5% |
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