+99.4%
FWONK vs EFV
+95.9%
+3.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | -7.7% | +0.6% | -8.4% | -8.1% |
| 3M | +5.7% | +7.5% | -1.8% | +0.8% |
| 6M | +13.5% | +13.0% | +0.4% | +4.5% |
| YTD | -3.0% | +18.3% | -21.3% | -13.5% |
| 1Y | -6.4% | +26.7% | -33.1% | -20.4% |
| 3Y | +43.8% | +89.6% | -45.7% | -8.9% |
| All | +99.4% | +95.9% | +3.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling