-43.9%
FLUT vs CHD
+4.0%
-47.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | +3.8% | -2.9% | +6.7% | +3.8% |
| 30D | +6.3% | -6.2% | +12.5% | +6.2% |
| 3M | -4.0% | +1.6% | -5.6% | -3.9% |
| 6M | -10.3% | -3.5% | -6.8% | -10.8% |
| YTD | -53.2% | +16.2% | -69.4% | -53.1% |
| 1Y | -65.0% | +3.4% | -68.4% | -65.1% |
| 3Y | -43.9% | +4.6% | -48.5% | -43.6% |
| All | -43.9% | +4.0% | -47.9% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling