+2,054.3%
FLUT vs CHD
+2,280.9%
-226.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.6% | -2.7% | +1.0% | -1.6% |
| 30D | +7.7% | -4.6% | +12.4% | +7.9% |
| 3M | -0.7% | +5.0% | -5.7% | -0.8% |
| 6M | -11.2% | -3.2% | -7.9% | -11.1% |
| YTD | -53.4% | +18.6% | -72.1% | -53.7% |
| 1Y | -65.8% | +4.8% | -70.6% | -65.8% |
| 3Y | -44.9% | +6.1% | -51.1% | -45.1% |
| 5Y | -49.7% | +24.0% | -73.7% | -50.2% |
| 10Y | -9.7% | +124.5% | -134.2% | -12.4% |
| All | +2,054.3% | +2,280.9% | -226.6% | +1,858.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling