+78.2%
FHN vs VSXY
+93.0%
-14.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +2.1% | -1.7% | +3.9% | +2.3% |
| 30D | +3.8% | +20.1% | -16.3% | +1.1% |
| 3M | -8.9% | +16.6% | -25.5% | -11.3% |
| 6M | +1.8% | +134.9% | -133.1% | -12.3% |
| YTD | +0.6% | +96.0% | -95.4% | -11.5% |
| 1Y | +12.9% | +203.8% | -190.8% | -7.6% |
| 3Y | +126.4% | +465.3% | -339.0% | +59.2% |
| 5Y | +62.3% | +106.3% | -44.0% | +22.0% |
| All | +78.2% | +93.0% | -14.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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