-69.5%
VFC vs FWONK
+281.7%
-351.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -13.4% | -5.8% | -7.6% | -11.5% |
| 3M | -23.7% | +10.0% | -33.7% | -26.5% |
| 6M | -24.5% | +14.7% | -39.1% | -28.4% |
| YTD | -27.8% | -1.7% | -26.1% | -27.9% |
| 1Y | -13.5% | -4.6% | -8.8% | -12.9% |
| 3Y | -27.1% | +46.7% | -73.8% | -37.3% |
| 5Y | -79.0% | +99.4% | -178.4% | -83.9% |
| 10Y | -68.7% | +345.6% | -414.3% | -81.2% |
| All | -69.5% | +281.7% | -351.2% | -82.9% |
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