+345.6%
FWONK vs VT
+222.7%
+122.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | -5.8% | -0.7% | -5.1% | -5.2% |
| 3M | +10.0% | +4.0% | +6.0% | +5.2% |
| 6M | +14.7% | +12.3% | +2.4% | +0.9% |
| YTD | -1.7% | +14.0% | -15.8% | -15.2% |
| 1Y | -4.6% | +20.3% | -24.9% | -22.5% |
| 3Y | +46.7% | +75.4% | -28.8% | -22.2% |
| 5Y | +99.4% | +66.0% | +33.4% | +12.3% |
| 10Y | +345.6% | +228.2% | +117.4% | +26.1% |
| All | +345.6% | +222.7% | +122.9% | +26.1% |
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