+317.1%
NRG vs FWONK
+276.9%
+40.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -8.0% | +5.7% | -13.7% | -10.0% |
| 6M | -23.2% | +13.5% | -36.6% | -26.7% |
| 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% | +165.8% |
| 5Y | +197.7% | +98.6% | +99.1% | +125.8% |
| 10Y | +1,103.3% | +340.0% | +763.3% | +591.1% |
| All | +317.1% | +276.9% | +40.2% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling