+221.0%
VT vs FWONK
+300.0%
-79.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -0.1% | +14.0% | -14.1% | -4.0% |
| 30D | -3.1% | +15.8% | -18.9% | -7.2% |
| 3M | -3.5% | +6.0% | -9.5% | -5.4% |
| 6M | +0.5% | +15.3% | -14.9% | -4.2% |
| YTD | +10.8% | +10.6% | +0.2% | +6.5% |
| 1Y | +11.9% | +7.0% | +4.9% | +8.6% |
| 3Y | +73.0% | +60.6% | +12.4% | +46.3% |
| 5Y | +58.6% | +92.6% | -34.0% | +24.7% |
| All | +221.0% | +300.0% | -79.0% | +99.3% |
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