+125.5%
FHN vs VYM
+209.2%
-83.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.5% |
| 7D | -1.2% | -0.8% | -0.4% | 0.0% |
| 30D | -4.8% | -2.2% | -2.5% | -1.5% |
| 3M | -0.7% | +3.1% | -3.8% | -5.2% |
| 6M | +10.6% | +9.7% | +0.9% | -3.7% |
| YTD | +4.6% | +14.9% | -10.3% | -15.0% |
| 1Y | +11.4% | +17.6% | -6.2% | -12.5% |
| 3Y | +132.3% | +65.3% | +66.9% | +12.6% |
| 5Y | +90.2% | +78.7% | +11.4% | -19.9% |
| All | +125.5% | +209.2% | -83.7% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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