+1,086.7%
FLEX vs CHD
+123.8%
+962.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +6.4% | -4.2% | +10.5% | +6.7% |
| 30D | -5.9% | -7.6% | +1.7% | -5.3% |
| 3M | -23.5% | -1.6% | -21.9% | -23.6% |
| 6M | +83.7% | -6.3% | +90.0% | +84.3% |
| YTD | +86.5% | +14.6% | +71.9% | +82.4% |
| 1Y | +100.5% | +1.6% | +98.9% | +99.1% |
| 3Y | +469.8% | +3.1% | +466.7% | +455.3% |
| 5Y | +725.7% | +21.1% | +704.6% | +660.2% |
| 10Y | +1,086.7% | +128.6% | +958.1% | +842.7% |
| All | +1,086.7% | +123.8% | +962.9% | +842.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling