+124.9%
FHN vs VCLT
+18.4%
+106.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.6% | +0.1% | -2.7% | -2.6% |
| 3M | 0.0% | -2.9% | +2.9% | +0.6% |
| 6M | +9.2% | -4.0% | +13.2% | +10.1% |
| YTD | +4.3% | -2.2% | +6.6% | +4.8% |
| 1Y | +10.8% | -2.6% | +13.3% | +11.3% |
| 3Y | +130.7% | +12.3% | +118.4% | +125.7% |
| 5Y | +87.4% | -16.4% | +103.7% | +90.0% |
| All | +124.9% | +18.4% | +106.5% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling