+81.4%
FHN vs VIG
+262.6%
-181.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.1% | +3.5% | -1.4% | -2.3% |
| 30D | +3.8% | +4.9% | -1.1% | -2.5% |
| 3M | -8.9% | +2.5% | -11.5% | -11.9% |
| 6M | +1.8% | +11.0% | -9.2% | -11.2% |
| YTD | +0.6% | +16.0% | -15.4% | -17.1% |
| 1Y | +12.9% | +17.5% | -4.6% | -8.5% |
| 3Y | +126.4% | +67.0% | +59.4% | +19.4% |
| 5Y | +62.3% | +64.8% | -2.5% | -14.2% |
| All | +81.4% | +262.6% | -181.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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