+90.2%
NTR vs FWONK
+187.1%
-96.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +16.8% | -7.7% | +24.5% | +19.6% |
| 3M | +20.7% | +5.7% | +15.0% | +18.3% |
| 6M | +0.5% | +13.5% | -12.9% | -4.4% |
| YTD | +29.2% | -3.0% | +32.2% | +29.1% |
| 1Y | +39.6% | -6.4% | +46.0% | +41.0% |
| 3Y | +37.9% | +43.8% | -6.0% | +16.7% |
| 5Y | +47.1% | +98.6% | -51.5% | +7.6% |
| All | +90.2% | +187.1% | -96.9% | +12.7% |
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