+131.6%
FHN vs VCLT
+12.2%
+119.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | -3.1% | -0.6% | -2.5% | -2.8% |
| 3M | +2.3% | -2.2% | +4.6% | +3.5% |
| 6M | +9.7% | -2.9% | +12.6% | +11.3% |
| YTD | +4.7% | -2.1% | +6.8% | +5.8% |
| 1Y | +13.8% | -2.6% | +16.3% | +15.1% |
| 3Y | +131.6% | +12.5% | +119.1% | +112.4% |
| All | +131.6% | +12.2% | +119.3% | +112.4% |
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