+88.1%
FHN vs VO
+42.6%
+45.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +1.2% | -0.3% | +1.4% | +1.4% |
| 30D | -4.7% | -0.3% | -4.4% | -4.4% |
| 3M | +3.5% | +2.9% | +0.6% | +0.8% |
| 6M | +7.8% | +9.3% | -1.5% | -0.5% |
| YTD | +5.9% | +14.2% | -8.3% | -5.9% |
| 1Y | +12.5% | +15.3% | -2.8% | -0.7% |
| 3Y | +117.2% | +56.2% | +61.0% | +55.8% |
| All | +88.1% | +42.6% | +45.4% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling