+57.9%
FHN vs RVTY
-7.4%
+65.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.9% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +0.2% | +1.0% | -0.8% | -0.2% |
| 3M | -9.0% | +35.8% | -44.8% | -14.8% |
| 6M | -6.8% | +56.7% | -63.5% | -15.5% |
| YTD | -1.5% | +60.7% | -62.2% | -11.7% |
| 1Y | +10.9% | +73.7% | -62.7% | -2.1% |
| 3Y | +119.4% | +82.8% | +36.6% | +92.7% |
| All | +57.9% | -7.4% | +65.4% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling