+126.6%
FHN vs VCLT
+17.0%
+109.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -2.6% | -1.1% | -1.5% | -2.4% |
| 3M | +0.8% | -3.7% | +4.5% | +1.6% |
| 6M | +9.2% | -4.0% | +13.2% | +10.1% |
| YTD | +5.1% | -3.4% | +8.5% | +5.8% |
| 1Y | +12.2% | -4.1% | +16.3% | +13.1% |
| 3Y | +132.4% | +11.0% | +121.4% | +127.9% |
| 5Y | +91.1% | -17.0% | +108.1% | +94.1% |
| All | +126.6% | +17.0% | +109.5% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling