-4.0%
FHN vs VEU
+174.2%
-178.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.1% | +2.1% | 0.0% | -0.2% |
| 30D | +3.8% | -0.9% | +4.7% | +4.7% |
| 3M | -8.9% | -5.4% | -3.6% | -3.6% |
| 6M | +1.8% | -1.8% | +3.6% | +2.4% |
| YTD | +0.6% | +10.9% | -10.3% | -12.5% |
| 1Y | +12.9% | +13.6% | -0.6% | -4.3% |
| 3Y | +126.4% | +69.3% | +57.1% | +21.9% |
| 5Y | +62.3% | +48.1% | +14.2% | -1.8% |
| 10Y | +84.0% | +148.0% | -64.0% | -35.1% |
| All | -4.0% | +174.2% | -178.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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