+804.7%
FN vs CHD
+196.6%
+608.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.6% | +5.9% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | -19.1% | +12.2% | -31.3% | -19.9% |
| 3M | -29.8% | +9.3% | -39.2% | -30.4% |
| 6M | -43.2% | +24.3% | -67.4% | -44.6% |
| YTD | -18.9% | +34.9% | -53.8% | -22.1% |
| 1Y | -17.9% | +32.7% | -50.6% | -20.9% |
| 3Y | +120.1% | +29.4% | +90.7% | +105.8% |
| 5Y | +206.7% | +31.7% | +175.0% | +180.2% |
| 10Y | +804.7% | +191.7% | +613.0% | +503.8% |
| All | +804.7% | +196.6% | +608.1% | +503.8% |
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