+2,486.9%
VRT vs FWONK
+182.7%
+2,304.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | -10.9% | -7.7% | -3.1% | -7.8% |
| 3M | -13.7% | +5.7% | -19.4% | -17.1% |
| 6M | -4.1% | +13.5% | -17.6% | -11.7% |
| YTD | +58.7% | -3.0% | +61.7% | +57.1% |
| 1Y | +89.6% | -6.4% | +96.0% | +90.1% |
| 3Y | +558.1% | +43.8% | +514.3% | +422.1% |
| 5Y | +953.0% | +98.6% | +854.4% | +620.5% |
| All | +2,486.9% | +182.7% | +2,304.1% | +1,239.5% |
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