+8.1%
FHN vs VIG
+623.5%
-615.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | +1.2% | -0.4% | +1.6% | +1.9% |
| 30D | -4.7% | -1.0% | -3.7% | -3.3% |
| 3M | +3.5% | +2.8% | +0.8% | -0.9% |
| 6M | +7.8% | +8.2% | -0.4% | -4.5% |
| YTD | +5.9% | +11.0% | -5.1% | -9.9% |
| 1Y | +12.5% | +16.1% | -3.7% | -10.6% |
| 3Y | +117.2% | +56.2% | +61.1% | +11.6% |
| 5Y | +86.5% | +63.0% | +23.6% | -14.3% |
| 10Y | +125.7% | +241.4% | -115.7% | -68.0% |
| All | +8.1% | +623.5% | -615.4% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling