+126.6%
FHN vs RVTY
+140.1%
-13.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -3.1% | +10.8% | -13.9% | -6.2% |
| 3M | +2.3% | +26.8% | -24.4% | -5.1% |
| 6M | +9.7% | +39.3% | -29.6% | -1.7% |
| YTD | +4.7% | +31.6% | -26.9% | -5.0% |
| 1Y | +13.8% | +47.7% | -33.9% | -0.8% |
| 3Y | +131.6% | +19.9% | +111.6% | +109.2% |
| 5Y | +91.1% | -32.3% | +123.5% | +100.7% |
| 10Y | +126.6% | +138.4% | -11.8% | +27.3% |
| All | +126.6% | +140.1% | -13.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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