+15.0%
FHN vs VICR
+76.0%
-60.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.8% | +2.0% |
| 7D | +2.3% | -26.6% | +28.9% | +3.2% |
| 30D | +1.6% | -47.9% | +49.6% | +3.8% |
| 3M | -8.4% | -29.8% | +21.4% | -7.8% |
| 6M | -2.3% | -36.6% | +34.3% | -3.0% |
| YTD | +1.5% | +45.1% | -43.7% | -11.4% |
| 1Y | +15.0% | +80.0% | -65.0% | -3.9% |
| All | +15.0% | +76.0% | -60.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling