+85.6%
FTV vs FWONK
+420.9%
-335.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -5.2% | -1.5% | -3.7% | -4.7% |
| 30D | -11.5% | -6.8% | -4.7% | -9.5% |
| 3M | -9.0% | +7.7% | -16.7% | -11.4% |
| 6M | -2.0% | +11.0% | -13.0% | -5.8% |
| YTD | -0.9% | -3.1% | +2.2% | -0.7% |
| 1Y | +14.8% | -3.5% | +18.3% | +15.0% |
| 3Y | -5.5% | +44.6% | -50.1% | -18.3% |
| 5Y | -1.9% | +98.3% | -100.1% | -24.5% |
| 10Y | +78.2% | +339.3% | -261.1% | +12.1% |
| All | +85.6% | +420.9% | -335.3% | +13.6% |
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