+743.6%
FN vs CHD
+182.8%
+560.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +11.8% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | -34.3% | +13.0% | -47.3% | -35.1% |
| 3M | -39.9% | +6.1% | -46.0% | -40.3% |
| 6M | -51.8% | +15.9% | -67.7% | -52.7% |
| YTD | -28.1% | +31.6% | -59.8% | -30.9% |
| 1Y | -29.1% | +28.5% | -57.5% | -31.7% |
| 3Y | +102.4% | +30.5% | +72.0% | +87.5% |
| 5Y | +171.7% | +30.7% | +140.9% | +146.8% |
| All | +743.6% | +182.8% | +560.8% | +463.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling