+61.4%
FHN vs VT
+57.4%
+4.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | 0.0% |
| 7D | -0.5% | +0.4% | -0.8% | -0.8% |
| 30D | +1.9% | -2.6% | +4.5% | +4.1% |
| 3M | -6.9% | -3.2% | -3.7% | -4.5% |
| 6M | -3.1% | +0.9% | -4.0% | -4.3% |
| YTD | +0.6% | +11.3% | -10.7% | -8.8% |
| 1Y | +12.4% | +14.0% | -1.6% | -0.1% |
| 3Y | +133.7% | +75.8% | +57.9% | +54.1% |
| 5Y | +61.4% | +57.8% | +3.5% | +20.9% |
| All | +61.4% | +57.4% | +4.0% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling