+295.8%
FTI vs CHD
+126.1%
+169.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.4% | -4.5% | +0.1% | -4.3% |
| 30D | +1.5% | -6.7% | +8.2% | +1.7% |
| 3M | +8.2% | -2.7% | +10.9% | +8.2% |
| 6M | +18.8% | -4.9% | +23.8% | +18.9% |
| YTD | +71.7% | +13.3% | +58.3% | +70.4% |
| 1Y | +90.0% | +1.0% | +89.0% | +89.7% |
| 3Y | +270.5% | +1.3% | +269.2% | +268.7% |
| 5Y | +1,084.5% | +20.8% | +1,063.7% | +1,049.4% |
| All | +295.8% | +126.1% | +169.7% | +259.7% |
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 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