+123.9%
FHN vs VICR
+1,679.8%
-1,555.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.3% | -2.9% |
| 7D | -1.9% | +5.0% | -6.8% | -2.8% |
| 30D | -5.4% | -12.5% | +7.0% | -3.9% |
| 3M | -1.4% | -33.6% | +32.2% | +3.0% |
| 6M | +9.9% | +10.7% | -0.8% | +2.0% |
| YTD | +3.9% | +80.6% | -76.7% | -12.5% |
| 1Y | +10.6% | +288.4% | -277.8% | -20.5% |
| 3Y | +130.7% | +213.8% | -83.1% | +61.5% |
| 5Y | +88.8% | +58.8% | +30.0% | +38.8% |
| All | +123.9% | +1,679.8% | -1,555.8% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling