-61.8%
FND vs CHD
+19.3%
-81.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -0.8% | -4.2% | +3.4% | +1.0% |
| 30D | -19.6% | -7.6% | -12.0% | -17.0% |
| 3M | -4.3% | -1.6% | -2.7% | -3.5% |
| 6M | -20.4% | -6.3% | -14.1% | -18.4% |
| YTD | -21.9% | +14.6% | -36.5% | -25.3% |
| 1Y | -45.2% | +1.6% | -46.8% | -45.4% |
| 3Y | -49.2% | +3.1% | -52.4% | -50.9% |
| 5Y | -61.8% | +21.1% | -82.9% | -67.3% |
| All | -61.8% | +19.3% | -81.1% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling