-39.3%
FND vs CHD
+7.1%
-46.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -5.2% | -2.7% | -2.6% | -3.8% |
| 30D | -19.9% | -4.6% | -15.3% | -17.8% |
| 3M | +2.7% | +5.0% | -2.3% | +0.8% |
| 6M | -21.7% | -3.2% | -18.5% | -21.3% |
| YTD | -17.5% | +18.6% | -36.1% | -21.6% |
| 1Y | -39.3% | +4.8% | -44.1% | -36.3% |
| All | -39.3% | +7.1% | -46.4% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling