+102.4%
FN vs ITOT
+74.2%
+28.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +10.8% |
| 7D | 0.0% | -2.7% | +2.6% | +7.0% |
| 30D | -34.3% | -5.2% | -29.1% | -25.0% |
| 3M | -39.9% | -4.4% | -35.5% | -32.3% |
| 6M | -51.8% | +0.4% | -52.2% | -50.4% |
| YTD | -28.1% | +8.8% | -36.9% | -36.4% |
| 1Y | -29.1% | +11.0% | -40.1% | -39.0% |
| 3Y | +102.4% | +74.4% | +28.0% | -19.5% |
| All | +102.4% | +74.2% | +28.3% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling