-62.7%
FND vs ITOT
+74.3%
-137.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.3% |
| 7D | -5.8% | -0.9% | -4.8% | -4.3% |
| 30D | -20.2% | -1.5% | -18.8% | -18.2% |
| 3M | -12.0% | +3.6% | -15.5% | -16.6% |
| 6M | -18.5% | +13.7% | -32.2% | -32.9% |
| YTD | -22.3% | +12.9% | -35.2% | -35.2% |
| 1Y | -47.6% | +17.2% | -64.8% | -58.8% |
| 3Y | -49.8% | +75.6% | -125.4% | -79.9% |
| All | -62.7% | +74.3% | -137.0% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling