+301.1%
FWONK vs VT
+234.6%
+66.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.2% | +0.4% | -6.6% | -6.6% |
| 30D | -0.6% | +1.0% | -1.5% | -1.5% |
| 3M | +11.1% | +2.4% | +8.7% | +7.8% |
| 6M | +11.7% | +12.0% | -0.3% | -1.2% |
| YTD | -3.1% | +15.3% | -18.4% | -17.0% |
| 1Y | -4.2% | +22.6% | -26.8% | -23.2% |
| 3Y | +38.3% | +74.7% | -36.3% | -24.8% |
| 5Y | +92.2% | +66.1% | +26.0% | +9.9% |
| 10Y | +355.4% | +225.0% | +130.4% | +30.5% |
| All | +301.1% | +234.6% | +66.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling