+4.4%
FHN vs VO
+822.0%
-817.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +2.1% | +0.5% | +1.6% | +1.4% |
| 3M | -6.0% | -1.1% | -4.9% | -4.8% |
| 6M | -2.9% | +6.4% | -9.3% | -10.6% |
| YTD | +0.7% | +13.5% | -12.8% | -14.6% |
| 1Y | +11.0% | +13.6% | -2.6% | -5.9% |
| 3Y | +130.3% | +65.2% | +65.1% | +23.7% |
| 5Y | +61.3% | +37.7% | +23.6% | +3.6% |
| 10Y | +89.6% | +198.4% | -108.8% | -52.9% |
| All | +4.4% | +822.0% | -817.6% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling