+46.0%
FE vs CHD
+33.2%
+12.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +1.2% | +3.6% | -2.4% | +0.2% |
| 30D | +4.5% | +10.4% | -5.9% | +1.6% |
| 3M | +1.3% | +12.2% | -10.8% | -2.0% |
| 6M | +8.7% | +19.9% | -11.3% | +3.0% |
| YTD | +9.2% | +36.4% | -27.2% | -0.5% |
| 1Y | +7.0% | +35.1% | -28.2% | -2.4% |
| 3Y | +51.4% | +29.2% | +22.2% | +39.4% |
| All | +46.0% | +33.2% | +12.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling