+395.7%
EFA vs FHN
+60.0%
+335.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | +0.9% | -4.7% | +5.6% | +2.1% |
| 3M | +4.9% | +3.5% | +1.3% | +3.8% |
| 6M | +8.6% | +7.8% | +0.7% | +6.3% |
| YTD | +14.6% | +5.9% | +8.7% | +12.6% |
| 1Y | +22.6% | +12.5% | +10.2% | +18.1% |
| 3Y | +66.5% | +117.2% | -50.7% | +32.0% |
| 5Y | +54.5% | +86.5% | -32.0% | +19.8% |
| 10Y | +144.8% | +125.7% | +19.1% | +64.3% |
| All | +395.7% | +60.0% | +335.7% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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