+385.7%
FHN vs VT
+345.0%
+40.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +2.4% |
| 7D | -2.3% | -4.2% | +1.9% | +2.8% |
| 30D | -0.9% | -5.8% | +4.9% | +6.3% |
| 3M | -11.0% | -5.2% | -5.8% | -5.3% |
| 6M | -5.4% | +0.1% | -5.5% | -6.6% |
| YTD | -1.2% | +8.2% | -9.4% | -11.6% |
| 1Y | +10.5% | +10.1% | +0.4% | -3.3% |
| 3Y | +115.1% | +69.7% | +45.5% | +11.3% |
| 5Y | +58.1% | +53.4% | +4.7% | -10.5% |
| 10Y | +114.9% | +219.2% | -104.4% | -49.1% |
| All | +385.7% | +345.0% | +40.7% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling