+146.6%
FHN vs VLTO
+56.1%
+90.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -0.5% | +2.0% | -2.5% | -1.2% |
| 30D | +1.9% | +21.8% | -19.8% | -5.1% |
| 3M | -6.9% | +20.2% | -27.2% | -13.1% |
| 6M | -3.1% | +36.3% | -39.4% | -14.0% |
| YTD | +0.6% | +18.8% | -18.3% | -5.8% |
| 1Y | +12.4% | +20.4% | -8.0% | +4.5% |
| 3Y | +133.7% | +71.9% | +61.8% | +93.8% |
| All | +146.6% | +56.1% | +90.5% | +105.5% |
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