-51.3%
FLUT vs CHD
+31.9%
-83.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -1.5% | +2.4% | -3.9% | -1.6% |
| 30D | +3.4% | +13.9% | -10.5% | +2.6% |
| 3M | -12.5% | +8.5% | -21.0% | -13.0% |
| 6M | -18.5% | +20.4% | -38.8% | -19.2% |
| YTD | -61.6% | +34.5% | -96.2% | -62.3% |
| 1Y | -64.1% | +33.8% | -97.9% | -64.7% |
| 3Y | -44.5% | +29.1% | -73.6% | -45.7% |
| 5Y | -51.3% | +31.2% | -82.5% | -55.1% |
| All | -51.3% | +31.9% | -83.2% | -55.1% |
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