-68.5%
VFC vs FWONK
+340.2%
-408.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -9.0% | -7.7% | -1.2% | -6.0% |
| 3M | -24.2% | +5.7% | -29.9% | -26.1% |
| 6M | -18.5% | +13.5% | -32.0% | -22.9% |
| YTD | -25.9% | -3.0% | -22.9% | -25.6% |
| 1Y | -13.0% | -6.4% | -6.6% | -11.8% |
| 3Y | -20.3% | +43.8% | -64.2% | -32.1% |
| 5Y | -78.1% | +98.6% | -176.6% | -83.6% |
| All | -68.5% | +340.2% | -408.7% | -80.1% |
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