-22.1%
FPS vs CHD
+10.2%
-32.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +1.8% | +14.2% | +17.5% |
| 7D | -8.0% | +0.8% | -8.8% | -7.0% |
| 30D | -43.5% | +13.5% | -57.0% | -37.7% |
| 3M | -41.6% | +8.1% | -49.8% | -37.1% |
| 6M | -44.0% | +19.9% | -63.9% | -37.9% |
| All | -22.1% | +10.2% | -32.3% | -9.7% |
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 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