-26.1%
FLUT vs CHD
+191.9%
-218.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | +5.0% | +11.6% | -6.6% | +4.6% |
| 3M | -16.4% | +10.7% | -27.1% | -16.8% |
| 6M | -14.6% | +20.2% | -34.8% | -15.1% |
| YTD | -61.9% | +34.5% | -96.4% | -62.3% |
| 1Y | -65.0% | +32.6% | -97.6% | -65.4% |
| 3Y | -44.8% | +29.1% | -73.9% | -45.5% |
| 5Y | -49.9% | +31.5% | -81.4% | -51.0% |
| All | -26.1% | +191.9% | -218.0% | -35.6% |
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 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