+179.4%
FHN vs VCLT
+103.4%
+76.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.1% |
| 30D | -4.7% | -0.9% | -3.8% | -4.8% |
| 3M | +3.5% | -3.2% | +6.8% | +3.3% |
| 6M | +7.8% | -3.8% | +11.6% | +7.4% |
| YTD | +5.9% | -2.0% | +7.9% | +5.7% |
| 1Y | +12.5% | -0.8% | +13.3% | +12.4% |
| 3Y | +117.2% | +12.3% | +104.9% | +120.2% |
| 5Y | +86.5% | -15.4% | +102.0% | +76.2% |
| 10Y | +125.7% | +15.7% | +110.0% | +157.7% |
| All | +179.4% | +103.4% | +76.0% | +382.4% |
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 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