+119.1%
FN vs CHD
+29.8%
+89.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +12.8% |
| 7D | +16.3% | +0.8% | +15.5% | +16.9% |
| 30D | -24.7% | +13.5% | -38.2% | -19.2% |
| 3M | -34.9% | +8.1% | -43.1% | -31.4% |
| 6M | -41.1% | +19.9% | -61.0% | -34.5% |
| YTD | -19.6% | +34.0% | -53.6% | -5.8% |
| 1Y | -18.5% | +29.8% | -48.3% | -5.4% |
| 3Y | +119.1% | +28.7% | +90.4% | +147.8% |
| All | +119.1% | +29.8% | +89.3% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling