+126.4%
FHN vs VCLT
+16.4%
+110.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +2.0% | +2.8% | -0.7% | +0.7% |
| 3M | -6.8% | -0.4% | -6.5% | -6.7% |
| 6M | -0.8% | -3.1% | +2.3% | +0.7% |
| YTD | +0.6% | -2.7% | +3.2% | +1.9% |
| 1Y | +11.5% | -3.7% | +15.2% | +13.5% |
| All | +126.4% | +16.4% | +110.0% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling