+2,545.5%
VRT vs FWONK
+186.3%
+2,359.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.9% | -11.6% | -10.5% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -2.7% | -5.8% | +3.1% | -0.3% |
| 3M | -9.2% | +10.0% | -19.2% | -14.5% |
| 6M | -0.5% | +14.7% | -15.2% | -8.8% |
| YTD | +62.3% | -1.7% | +64.1% | +59.7% |
| 1Y | +109.6% | -4.6% | +114.2% | +107.8% |
| 3Y | +573.1% | +46.7% | +526.4% | +428.8% |
| 5Y | +953.6% | +99.4% | +854.2% | +619.3% |
| All | +2,545.5% | +186.3% | +2,359.2% | +1,261.5% |
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 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