+107.7%
FWONK vs VSXY
+37.5%
+70.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -7.7% | -18.7% | +10.9% | -6.7% |
| 3M | +5.7% | -4.0% | +9.7% | +5.8% |
| 6M | +13.5% | +67.5% | -54.0% | +8.7% |
| YTD | -3.0% | +39.7% | -42.6% | -6.2% |
| 1Y | -6.4% | +180.0% | -186.4% | -14.8% |
| 3Y | +43.8% | +337.3% | -293.5% | +20.2% |
| 5Y | +98.6% | +22.7% | +75.9% | +83.3% |
| All | +107.7% | +37.5% | +70.1% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling