+1,065.2%
NRG vs FWONK
+340.2%
+725.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -6.0% | -7.7% | +1.8% | -3.6% |
| 3M | -8.0% | +5.7% | -13.7% | -10.1% |
| 6M | -23.2% | +13.5% | -36.6% | -26.9% |
| YTD | -28.1% | -3.0% | -25.1% | -28.0% |
| 1Y | -27.3% | -6.4% | -20.9% | -26.6% |
| 3Y | +208.7% | +43.8% | +164.8% | +163.5% |
| 5Y | +197.7% | +98.6% | +99.1% | +121.4% |
| All | +1,065.2% | +340.2% | +725.0% | +665.4% |
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