-50.6%
FLUT vs CHD
+19.3%
-69.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -2.6% | -4.2% | +1.6% | -2.4% |
| 30D | +5.4% | -7.6% | +12.9% | +5.7% |
| 3M | -10.8% | -1.6% | -9.2% | -10.7% |
| 6M | -9.2% | -6.3% | -2.9% | -9.3% |
| YTD | -53.8% | +14.6% | -68.4% | -54.1% |
| 1Y | -66.0% | +1.6% | -67.6% | -66.0% |
| 3Y | -44.7% | +3.1% | -47.8% | -45.0% |
| 5Y | -50.6% | +21.1% | -71.7% | -51.7% |
| All | -50.6% | +19.3% | -69.9% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling