+53.3%
FLNC vs CHD
+7.1%
+46.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | -4.9% | -2.7% | -2.2% | -7.8% |
| 30D | -27.3% | -4.6% | -22.6% | -31.3% |
| 3M | -61.9% | +5.0% | -66.9% | -58.3% |
| 6M | -34.5% | -3.2% | -31.3% | -33.2% |
| YTD | -47.7% | +18.6% | -66.3% | -31.0% |
| 1Y | +53.3% | +4.8% | +48.5% | +58.3% |
| All | +53.3% | +7.1% | +46.3% | +58.3% |
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