+11.6%
FE vs CHD
+2.5%
+9.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +1.0% |
| 30D | -2.1% | -6.2% | +4.1% | -1.3% |
| 3M | +2.6% | +1.6% | +1.1% | +2.4% |
| 6M | -6.8% | -3.5% | -3.3% | -6.6% |
| YTD | +6.9% | +16.2% | -9.3% | +6.0% |
| 1Y | +11.6% | +3.4% | +8.2% | +13.7% |
| All | +11.6% | +2.5% | +9.1% | +13.7% |
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