+6.3%
FE vs CHD
+30.9%
-24.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.6% |
| 7D | +1.7% | +6.9% | -5.3% | +0.3% |
| 30D | +8.1% | +17.1% | -9.0% | +4.9% |
| 3M | -1.3% | +9.1% | -10.4% | -3.0% |
| 6M | +2.9% | +21.4% | -18.5% | -0.8% |
| YTD | +8.6% | +34.9% | -26.3% | +4.1% |
| 1Y | +6.3% | +31.0% | -24.7% | +2.2% |
| All | +6.3% | +30.9% | -24.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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