+860.4%
FN vs CHD
+123.3%
+737.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | -1.7% | -2.7% | +1.0% | -1.4% |
| 30D | -22.0% | -4.6% | -17.4% | -21.7% |
| 3M | -43.0% | +5.0% | -48.0% | -43.5% |
| 6M | -27.7% | -3.2% | -24.5% | -27.6% |
| YTD | -10.5% | +18.6% | -29.2% | -13.1% |
| 1Y | +12.5% | +4.8% | +7.7% | +11.2% |
| 3Y | +153.8% | +6.1% | +147.7% | +144.0% |
| 5Y | +288.0% | +24.0% | +264.0% | +250.9% |
| All | +860.4% | +123.3% | +737.1% | +602.7% |
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