+576.2%
FE vs CHD
+5,578.9%
-5,002.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +1.9% | -2.7% | +4.6% | +2.7% |
| 30D | -1.2% | -4.6% | +3.5% | +0.1% |
| 3M | +3.5% | +5.0% | -1.5% | +1.9% |
| 6M | -6.1% | -3.2% | -2.8% | -5.5% |
| YTD | +7.6% | +18.6% | -11.0% | +2.1% |
| 1Y | +11.9% | +4.8% | +7.1% | +9.7% |
| 3Y | +48.4% | +6.1% | +42.3% | +43.9% |
| 5Y | +44.8% | +24.0% | +20.8% | +33.3% |
| 10Y | +115.9% | +124.5% | -8.6% | +68.3% |
| All | +576.2% | +5,578.9% | -5,002.6% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling