+131.3%
FTV vs CHD
+152.7%
-21.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +3.9% | +3.6% | +0.3% | +3.1% |
| 30D | +18.7% | +10.4% | +8.2% | +16.1% |
| 3M | +10.0% | +12.2% | -2.2% | +7.2% |
| 6M | +14.6% | +19.9% | -5.4% | +9.9% |
| YTD | +23.4% | +36.4% | -13.0% | +14.8% |
| 1Y | +31.3% | +35.1% | -3.8% | +22.3% |
| 3Y | +39.8% | +29.2% | +10.6% | +30.1% |
| 5Y | +17.7% | +33.4% | -15.7% | +7.2% |
| 10Y | +110.2% | +195.0% | -84.8% | +59.4% |
| All | +131.3% | +152.7% | -21.4% | +84.9% |
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