+25.4%
VTEB vs FWONK
+289.7%
-264.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.5% | -7.7% | +5.2% | -2.4% |
| 3M | -3.0% | +5.7% | -8.7% | -3.0% |
| 6M | -2.1% | +13.5% | -15.6% | -2.3% |
| YTD | -1.5% | -3.0% | +1.5% | -1.5% |
| 1Y | +0.2% | -6.4% | +6.6% | +0.2% |
| 3Y | +8.6% | +43.8% | -35.3% | +7.9% |
| 5Y | +1.2% | +98.6% | -97.4% | +0.1% |
| 10Y | +18.1% | +340.0% | -321.9% | +16.2% |
| All | +25.4% | +289.7% | -264.4% | +24.1% |
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 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