+11.4%
FHN vs VCLT
-2.7%
+14.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.7% |
| 6M | +9.2% | -4.0% | +13.2% | +10.3% |
| YTD | +4.3% | -2.2% | +6.6% | +5.4% |
| All | +11.4% | -2.7% | +14.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling