+87.0%
FTI vs FWONK
+276.9%
-189.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +1.5% | -7.7% | +9.2% | +4.8% |
| 3M | +8.2% | +5.7% | +2.5% | +5.0% |
| 6M | +18.8% | +13.5% | +5.4% | +11.1% |
| YTD | +71.7% | -3.0% | +74.6% | +70.8% |
| 1Y | +90.0% | -6.4% | +96.5% | +91.5% |
| 3Y | +270.5% | +43.8% | +226.7% | +200.7% |
| 5Y | +1,084.5% | +98.6% | +986.0% | +708.7% |
| 10Y | +302.9% | +340.0% | -37.1% | +100.3% |
| All | +87.0% | +276.9% | -189.9% | -13.0% |
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