+91.1%
FHN vs VICR
+42.6%
+48.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -2.6% | -15.6% | +12.9% | -1.2% |
| 3M | +0.8% | -35.4% | +36.2% | +3.9% |
| 6M | +9.2% | +1.3% | +7.9% | +5.2% |
| YTD | +5.1% | +62.5% | -57.3% | -4.6% |
| 1Y | +12.2% | +255.5% | -243.3% | -7.9% |
| 3Y | +132.4% | +182.0% | -49.6% | +87.1% |
| 5Y | +91.1% | +42.9% | +48.2% | +52.6% |
| All | +91.1% | +42.6% | +48.5% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling