+441.2%
FWONA vs VT
+313.7%
+127.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +4.8% | +2.9% | +1.9% | +2.0% |
| 30D | +22.7% | -2.5% | +25.2% | +25.1% |
| 3M | +10.4% | -3.3% | +13.8% | +13.5% |
| 6M | +25.9% | +1.5% | +24.4% | +22.6% |
| YTD | +16.9% | +11.4% | +5.6% | +3.4% |
| 1Y | +13.0% | +11.9% | +1.1% | -0.7% |
| 3Y | +72.5% | +73.9% | -1.3% | -4.3% |
| 5Y | +103.6% | +57.9% | +45.7% | +24.6% |
| 10Y | +270.3% | +222.6% | +47.7% | +12.9% |
| All | +441.2% | +313.7% | +127.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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