+84.0%
FHN vs VT
+224.4%
-140.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.2% |
| 30D | +2.0% | -1.7% | +3.8% | +4.0% |
| 3M | -6.8% | -2.3% | -4.5% | -4.5% |
| 6M | -0.8% | +1.5% | -2.3% | -3.5% |
| YTD | +0.6% | +12.0% | -11.5% | -13.6% |
| 1Y | +11.5% | +12.9% | -1.3% | -5.0% |
| 3Y | +130.0% | +74.9% | +55.0% | +15.8% |
| 5Y | +60.8% | +59.9% | +0.9% | -10.4% |
| 10Y | +84.0% | +224.6% | -140.6% | -59.0% |
| All | +84.0% | +224.4% | -140.4% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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