+301.5%
FWONK vs RVTY
+174.4%
+127.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | +0.1% | -4.5% | +4.6% | +1.5% |
| 30D | -7.7% | +5.5% | -13.2% | -9.4% |
| 3M | +5.7% | +22.5% | -16.8% | -1.4% |
| 6M | +13.5% | +38.9% | -25.4% | +0.7% |
| YTD | -3.0% | +28.7% | -31.7% | -12.3% |
| 1Y | -6.4% | +45.5% | -51.9% | -19.6% |
| 3Y | +43.8% | +16.4% | +27.5% | +27.6% |
| 5Y | +98.6% | -32.7% | +131.3% | +116.1% |
| 10Y | +340.0% | +142.5% | +197.5% | +137.5% |
| All | +301.5% | +174.4% | +127.1% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling