-11.0%
FLUT vs CHD
+125.6%
-136.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -3.6% | -4.7% | +1.1% | -3.4% |
| 30D | -0.3% | -8.3% | +8.0% | -0.1% |
| 3M | -12.6% | -4.0% | -8.6% | -12.5% |
| 6M | -8.0% | -6.5% | -1.5% | -7.9% |
| YTD | -54.1% | +13.1% | -67.2% | -54.3% |
| 1Y | -66.1% | +2.3% | -68.4% | -66.2% |
| 3Y | -45.0% | +1.8% | -46.8% | -45.2% |
| 5Y | -51.2% | +20.6% | -71.8% | -52.1% |
| All | -11.0% | +125.6% | -136.6% | -18.3% |
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