-43.6%
FLUT vs FWONK
+44.6%
-88.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +2.5% | -7.7% | +10.3% | +4.7% |
| 3M | -9.2% | +5.7% | -15.0% | -10.2% |
| 6M | -8.2% | +13.5% | -21.7% | -10.7% |
| YTD | -53.2% | -3.0% | -50.3% | -52.7% |
| 1Y | -65.6% | -6.4% | -59.2% | -64.9% |
| 3Y | -43.6% | +43.8% | -87.4% | -47.7% |
| All | -43.6% | +44.6% | -88.2% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling