+146.9%
FHN vs VLTO
+56.3%
+90.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | +1.6% | -0.7% | +0.3% |
| 30D | +2.1% | +22.0% | -19.9% | -5.0% |
| 3M | -6.0% | +21.9% | -27.9% | -12.6% |
| 6M | -2.9% | +36.5% | -39.5% | -13.9% |
| YTD | +0.7% | +19.0% | -18.3% | -5.7% |
| 1Y | +11.0% | +21.0% | -10.0% | +3.0% |
| 3Y | +130.3% | +69.9% | +60.4% | +91.6% |
| All | +146.9% | +56.3% | +90.6% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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