-9.1%
NVTS vs FWONK
+81.4%
-90.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -16.5% | -7.7% | -8.8% | -13.1% |
| 3M | -47.6% | +5.7% | -53.4% | -50.0% |
| 6M | +7.3% | +13.5% | -6.2% | -3.0% |
| YTD | +62.9% | -3.0% | +65.8% | +60.5% |
| 1Y | +91.3% | -6.4% | +97.7% | +92.0% |
| 3Y | +43.4% | +43.8% | -0.4% | -7.0% |
| All | -9.1% | +81.4% | -90.5% | -52.2% |
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