-25.7%
FN vs ITOT
+14.7%
-40.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.5% | -10.7% |
| 7D | -7.0% | -0.7% | -6.3% | -5.0% |
| 30D | -24.7% | -1.1% | -23.6% | -21.5% |
| 3M | -35.7% | -0.8% | -34.8% | -33.1% |
| 6M | -52.4% | +7.0% | -59.4% | -60.2% |
| YTD | -25.0% | +13.3% | -38.3% | -46.9% |
| 1Y | -25.7% | +14.8% | -40.5% | -49.0% |
| All | -25.7% | +14.7% | -40.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling