+340.2%
ETR vs FWONK
+281.7%
+58.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +2.0% | -5.8% | +7.8% | +3.1% |
| 3M | -1.7% | +10.0% | -11.7% | -3.7% |
| 6M | +3.6% | +14.7% | -11.1% | +0.5% |
| YTD | +18.0% | -1.7% | +19.8% | +17.8% |
| 1Y | +26.2% | -4.6% | +30.9% | +26.6% |
| 3Y | +148.0% | +46.7% | +101.3% | +126.1% |
| 5Y | +126.1% | +99.4% | +26.7% | +90.5% |
| 10Y | +302.3% | +345.6% | -43.3% | +188.6% |
| All | +340.2% | +281.7% | +58.5% | +212.8% |
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