+43.7%
VCIT vs FWONK
+276.6%
-232.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.3% | -6.2% | +5.8% | -0.2% |
| 30D | -0.8% | -0.6% | -0.2% | -0.8% |
| 3M | -1.0% | +11.1% | -12.1% | -1.2% |
| 6M | -1.8% | +11.7% | -13.6% | -2.1% |
| YTD | -0.7% | -3.1% | +2.4% | -0.7% |
| 1Y | +1.0% | -4.2% | +5.2% | +1.0% |
| 3Y | +18.8% | +38.3% | -19.5% | +17.9% |
| 5Y | +3.5% | +92.2% | -88.7% | +2.1% |
| 10Y | +29.2% | +355.4% | -326.2% | +27.6% |
| All | +43.7% | +276.6% | -232.9% | +42.7% |
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