+165.4%
FHN vs VCLT
+102.1%
+63.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | +2.0% | +2.8% | -0.7% | +2.3% |
| 3M | -6.8% | -0.4% | -6.5% | -6.9% |
| 6M | -0.8% | -3.1% | +2.3% | -1.0% |
| YTD | +0.6% | -2.7% | +3.2% | +0.3% |
| 1Y | +11.5% | -3.7% | +15.2% | +11.1% |
| 3Y | +130.0% | +15.6% | +114.4% | +134.7% |
| 5Y | +60.8% | -15.8% | +76.6% | +51.8% |
| 10Y | +84.0% | +23.0% | +61.0% | +121.8% |
| All | +165.4% | +102.1% | +63.4% | +358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling