-22.9%
FLUT vs CHD
+196.6%
-219.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +9.2% | +12.2% | -3.0% | +8.7% |
| 3M | -13.7% | +9.3% | -23.0% | -14.0% |
| 6M | -9.0% | +24.3% | -33.3% | -9.6% |
| YTD | -60.2% | +34.9% | -95.1% | -60.7% |
| 1Y | -63.1% | +32.7% | -95.8% | -63.5% |
| 3Y | -42.5% | +29.4% | -71.9% | -43.2% |
| 5Y | -47.6% | +31.7% | -79.3% | -48.7% |
| 10Y | -22.9% | +191.7% | -214.6% | -33.3% |
| All | -22.9% | +196.6% | -219.5% | -33.3% |
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