+165.4%
FHN vs VCLT
+98.6%
+66.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.1% | -2.3% | +4.4% | +1.9% |
| 30D | +3.8% | +0.8% | +3.0% | +3.9% |
| 3M | -8.9% | -2.7% | -6.3% | -9.1% |
| 6M | +1.8% | -4.3% | +6.1% | +1.4% |
| YTD | +0.6% | -4.3% | +4.9% | +0.2% |
| 1Y | +12.9% | -4.4% | +17.3% | +12.5% |
| 3Y | +126.4% | +13.8% | +112.6% | +130.7% |
| 5Y | +62.3% | -17.0% | +79.3% | +53.2% |
| 10Y | +84.0% | +20.9% | +63.1% | +121.5% |
| All | +165.4% | +98.6% | +66.8% | +357.3% |
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