+2.7%
FHN vs VIG
+655.8%
-653.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.3% |
| 7D | -0.9% | -0.3% | -0.5% | -0.5% |
| 30D | +2.0% | +4.9% | -2.9% | -5.3% |
| 3M | -6.8% | +2.9% | -9.8% | -11.0% |
| 6M | -0.8% | +11.2% | -12.0% | -15.9% |
| YTD | +0.6% | +16.0% | -15.4% | -20.0% |
| 1Y | +11.5% | +17.0% | -5.4% | -12.4% |
| 3Y | +130.0% | +66.9% | +63.1% | +6.5% |
| 5Y | +60.8% | +65.8% | -5.0% | -27.9% |
| 10Y | +84.0% | +263.6% | -179.7% | -76.4% |
| All | +2.7% | +655.8% | -653.1% | -94.6% |
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