+300.7%
FWONK vs VT
+217.6%
+83.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.3% |
| 7D | +14.0% | -0.1% | +14.1% | +13.6% |
| 30D | +15.8% | -3.1% | +18.9% | +18.9% |
| 3M | +6.0% | -3.5% | +9.5% | +9.3% |
| 6M | +15.3% | +0.5% | +14.9% | +13.4% |
| YTD | +10.6% | +10.8% | -0.2% | -2.4% |
| 1Y | +7.0% | +11.9% | -4.9% | -6.7% |
| 3Y | +60.6% | +73.0% | -12.4% | -14.8% |
| 5Y | +92.6% | +58.6% | +34.0% | +12.8% |
| 10Y | +300.7% | +219.2% | +81.5% | +2.4% |
| All | +300.7% | +217.6% | +83.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling