+48.5%
FND vs ITOT
+251.9%
-203.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.2% |
| 30D | -19.6% | -1.6% | -18.0% | -17.6% |
| 3M | -4.3% | +3.5% | -7.9% | -8.9% |
| 6M | -20.4% | +13.1% | -33.6% | -33.2% |
| YTD | -21.9% | +12.7% | -34.6% | -34.0% |
| 1Y | -45.2% | +18.3% | -63.5% | -56.8% |
| 3Y | -49.2% | +76.4% | -125.6% | -78.0% |
| 5Y | -61.8% | +73.8% | -135.6% | -82.2% |
| All | +48.5% | +251.9% | -203.4% | -69.9% |
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