+140.2%
NI vs FWONK
+340.2%
-200.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -1.4% | -7.7% | +6.4% | +0.2% |
| 3M | -10.6% | +5.7% | -16.3% | -11.8% |
| 6M | -9.3% | +13.5% | -22.8% | -12.1% |
| YTD | +1.1% | -3.0% | +4.1% | +1.2% |
| 1Y | +3.4% | -6.4% | +9.8% | +4.1% |
| 3Y | +67.9% | +43.8% | +24.0% | +51.7% |
| 5Y | +98.0% | +98.6% | -0.6% | +62.2% |
| All | +140.2% | +340.2% | -200.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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