+20.3%
FTV vs CHD
+7.1%
+13.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -4.5% | -2.7% | -1.8% | -4.1% |
| 30D | -7.1% | -4.6% | -2.4% | -6.5% |
| 3M | -7.2% | +5.0% | -12.2% | -7.5% |
| 6M | -1.5% | -3.2% | +1.7% | -1.1% |
| YTD | +3.5% | +18.6% | -15.2% | +2.3% |
| 1Y | +20.3% | +4.8% | +15.5% | +24.8% |
| All | +20.3% | +7.1% | +13.3% | +24.8% |
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