+126.6%
FHN vs EFV
+167.0%
-40.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.1% |
| 7D | -0.8% | -2.0% | +1.2% | +1.5% |
| 30D | -2.6% | -0.2% | -2.5% | -2.5% |
| 3M | +0.8% | +9.1% | -8.3% | -9.2% |
| 6M | +9.2% | +11.7% | -2.5% | -4.6% |
| YTD | +5.1% | +17.0% | -11.9% | -13.4% |
| 1Y | +12.2% | +26.7% | -14.5% | -15.9% |
| 3Y | +132.4% | +90.2% | +42.3% | +6.1% |
| 5Y | +91.1% | +96.1% | -5.0% | -17.9% |
| All | +126.6% | +167.0% | -40.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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