+2,159.9%
FTI vs CHD
+3,133.7%
-973.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.3% | -2.7% | +8.0% | +6.0% |
| 30D | +15.3% | -4.6% | +20.0% | +16.7% |
| 3M | +15.8% | +5.0% | +10.7% | +13.7% |
| 6M | +22.6% | -3.2% | +25.8% | +22.9% |
| YTD | +79.5% | +18.6% | +60.9% | +69.6% |
| 1Y | +102.0% | +4.8% | +97.2% | +97.2% |
| 3Y | +315.8% | +6.1% | +309.7% | +297.4% |
| 5Y | +1,129.5% | +24.0% | +1,105.5% | +991.9% |
| 10Y | +320.9% | +124.5% | +196.5% | +177.5% |
| All | +2,159.9% | +3,133.7% | -973.8% | +497.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling