-26.8%
FLUT vs CHD
+196.1%
-222.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -0.7% | +3.6% | -4.3% | -0.9% |
| 30D | +9.3% | +10.4% | -1.2% | +8.8% |
| 3M | -17.5% | +12.2% | -29.7% | -17.9% |
| 6M | -14.6% | +19.9% | -34.5% | -15.1% |
| YTD | -62.3% | +36.4% | -98.7% | -62.7% |
| 1Y | -59.6% | +35.1% | -94.8% | -60.1% |
| 3Y | -45.3% | +29.2% | -74.5% | -46.0% |
| 5Y | -50.4% | +33.4% | -83.8% | -51.5% |
| All | -26.8% | +196.1% | -222.9% | -36.3% |
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 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