+87.6%
FHN vs VSXY
+37.4%
+50.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | +1.2% | -14.0% | +15.2% | +3.1% |
| 30D | -4.7% | -15.9% | +11.2% | -2.8% |
| 3M | +3.5% | +3.4% | +0.2% | +2.3% |
| 6M | +7.8% | +25.9% | -18.1% | +1.4% |
| YTD | +5.9% | +39.5% | -33.6% | -2.2% |
| 1Y | +12.5% | +194.4% | -181.9% | -8.4% |
| 3Y | +117.2% | +281.4% | -164.2% | +60.9% |
| 5Y | +86.5% | +12.8% | +73.8% | +48.7% |
| All | +87.6% | +37.4% | +50.2% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling