+85.8%
FHN vs VSXY
+22.6%
+63.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -4.8% | -18.7% | +13.9% | -2.3% |
| 3M | -0.7% | -4.0% | +3.2% | -0.9% |
| 6M | +10.6% | +67.5% | -56.9% | -0.8% |
| YTD | +4.6% | +39.7% | -35.1% | -3.8% |
| 1Y | +11.4% | +180.0% | -168.6% | -9.6% |
| 3Y | +132.3% | +337.3% | -205.0% | +64.9% |
| All | +85.8% | +22.6% | +63.1% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling