+47.8%
FE vs CHD
+30.9%
+16.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | 0.0% | +2.0% | -2.0% | -0.6% |
| 30D | +5.2% | +13.0% | -7.8% | +1.6% |
| 3M | 0.0% | +6.1% | -6.1% | -1.8% |
| 6M | +5.0% | +15.9% | -10.8% | +0.5% |
| YTD | +7.9% | +31.6% | -23.7% | -0.8% |
| 1Y | +6.3% | +28.5% | -22.1% | -1.6% |
| 3Y | +46.0% | +30.5% | +15.6% | +33.7% |
| All | +47.8% | +30.9% | +16.8% | +26.1% |
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