-63.2%
FLUT vs CHD
+30.9%
-94.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -5.0% | -2.8% |
| 7D | +4.2% | +6.9% | -2.8% | +3.0% |
| 30D | +8.0% | +17.1% | -9.1% | +5.8% |
| 3M | -22.1% | +9.1% | -31.2% | -23.3% |
| 6M | -21.7% | +21.4% | -43.1% | -22.7% |
| YTD | -62.0% | +34.9% | -96.8% | -64.0% |
| 1Y | -63.2% | +31.0% | -94.2% | -64.6% |
| All | -63.2% | +30.9% | -94.1% | -64.6% |
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