+2,943.1%
FN vs ITOT
+775.8%
+2,167.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +11.1% |
| 7D | 0.0% | -2.7% | +2.6% | +4.2% |
| 30D | -34.3% | -5.2% | -29.1% | -28.7% |
| 3M | -39.9% | -4.4% | -35.5% | -35.3% |
| 6M | -51.8% | +0.4% | -52.2% | -50.8% |
| YTD | -28.1% | +8.8% | -36.9% | -32.9% |
| 1Y | -29.1% | +11.0% | -40.1% | -34.9% |
| 3Y | +102.4% | +74.4% | +28.0% | +13.6% |
| 5Y | +171.7% | +60.0% | +111.6% | +69.1% |
| 10Y | +773.5% | +296.0% | +477.5% | +75.8% |
| All | +2,943.1% | +775.8% | +2,167.3% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling