+1,832.3%
FHN vs VICR
+12,339.4%
-10,507.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | +2.7% | +9.8% | -7.2% | +1.0% |
| 30D | -3.1% | -12.6% | +9.5% | -1.2% |
| 3M | +2.3% | -29.7% | +32.0% | +6.3% |
| 6M | +9.7% | +18.8% | -9.1% | +0.8% |
| YTD | +4.7% | +76.4% | -71.7% | -11.3% |
| 1Y | +13.8% | +282.4% | -268.6% | -17.7% |
| 3Y | +131.6% | +206.2% | -74.6% | +63.7% |
| 5Y | +91.1% | +53.9% | +37.2% | +38.9% |
| 10Y | +126.6% | +1,572.3% | -1,445.7% | -1.5% |
| All | +1,832.3% | +12,339.4% | -10,507.1% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling