-65.0%
FLUT vs CHD
+32.9%
-98.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +5.0% | +11.6% | -6.6% | +3.3% |
| 3M | -16.4% | +10.7% | -27.1% | -17.9% |
| 6M | -14.6% | +20.2% | -34.8% | -16.0% |
| YTD | -61.9% | +34.5% | -96.4% | -64.7% |
| 1Y | -65.0% | +32.6% | -97.6% | -67.6% |
| All | -65.0% | +32.9% | -98.0% | -67.6% |
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