+352.2%
VTI vs FWONK
+276.9%
+75.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.4% | -7.7% | +6.3% | +0.7% |
| 3M | +3.6% | +5.7% | -2.1% | +1.7% |
| 6M | +13.6% | +13.5% | +0.1% | +9.1% |
| YTD | +12.9% | -3.0% | +15.9% | +13.0% |
| 1Y | +17.2% | -6.4% | +23.6% | +18.3% |
| 3Y | +75.7% | +43.8% | +31.9% | +54.8% |
| 5Y | +75.4% | +98.6% | -23.1% | +39.8% |
| 10Y | +303.3% | +340.0% | -36.7% | +154.5% |
| All | +352.2% | +276.9% | +75.2% | +172.7% |
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