+99.4%
FWONK vs RVTY
-33.1%
+132.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.3% |
| 7D | +0.1% | -4.5% | +4.6% | +0.9% |
| 30D | -7.7% | +5.5% | -13.2% | -8.7% |
| 3M | +5.7% | +22.5% | -16.8% | +1.7% |
| 6M | +13.5% | +38.9% | -25.4% | +6.2% |
| YTD | -3.0% | +28.7% | -31.7% | -8.2% |
| 1Y | -6.4% | +45.5% | -51.9% | -14.0% |
| 3Y | +43.8% | +16.4% | +27.5% | +36.0% |
| All | +99.4% | -33.1% | +132.5% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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