+43.8%
FWONK vs VSXY
+352.7%
-308.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -7.7% | -18.7% | +10.9% | -7.3% |
| 3M | +5.7% | -4.0% | +9.7% | +5.8% |
| 6M | +13.5% | +67.5% | -54.0% | +11.6% |
| YTD | -3.0% | +39.7% | -42.6% | -4.2% |
| 1Y | -6.4% | +180.0% | -186.4% | -10.4% |
| 3Y | +43.8% | +337.3% | -293.5% | +38.9% |
| All | +43.8% | +352.7% | -308.9% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling