+76.5%
FTV vs FWONK
+340.2%
-263.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -11.0% | -7.7% | -3.3% | -8.7% |
| 3M | -8.4% | +5.7% | -14.1% | -10.3% |
| 6M | -2.6% | +13.5% | -16.0% | -7.0% |
| YTD | -0.6% | -3.0% | +2.3% | -0.4% |
| 1Y | +11.0% | -6.4% | +17.4% | +12.2% |
| 3Y | -6.3% | +43.8% | -50.2% | -19.0% |
| 5Y | -1.5% | +98.6% | -100.1% | -24.5% |
| All | +76.5% | +340.2% | -263.7% | +12.7% |
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 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