+126.9%
FHN vs VO
+193.0%
-66.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.6% |
| 7D | 0.0% | -0.6% | +0.6% | +0.8% |
| 30D | -2.6% | -1.9% | -0.7% | -0.3% |
| 3M | 0.0% | +3.3% | -3.2% | -3.9% |
| 6M | +9.2% | +9.7% | -0.5% | -2.5% |
| YTD | +4.3% | +12.6% | -8.3% | -9.7% |
| 1Y | +10.8% | +13.6% | -2.9% | -5.2% |
| 3Y | +130.7% | +56.8% | +73.9% | +37.4% |
| 5Y | +87.4% | +42.3% | +45.1% | +21.0% |
| 10Y | +126.9% | +199.2% | -72.3% | -44.3% |
| All | +126.9% | +193.0% | -66.1% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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