+150.1%
EXE vs FHN
+82.2%
+68.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -2.2% | +0.9% | -3.1% | -2.4% |
| 30D | -0.3% | +2.1% | -2.4% | -0.8% |
| 3M | -9.3% | -6.0% | -3.3% | -8.2% |
| 6M | -7.2% | -2.9% | -4.3% | -6.9% |
| YTD | -18.9% | +0.7% | -19.6% | -19.5% |
| 1Y | -21.7% | +11.0% | -32.7% | -24.1% |
| 3Y | +21.0% | +130.3% | -109.3% | -3.2% |
| 5Y | +76.0% | +61.3% | +14.7% | +43.4% |
| All | +150.1% | +82.2% | +68.0% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling