+84.5%
FHN vs VYM
+77.5%
+7.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -2.0% |
| 7D | -1.9% | -0.8% | -1.1% | -0.9% |
| 30D | -5.4% | -2.2% | -3.2% | -2.7% |
| 3M | -1.4% | +3.1% | -4.5% | -5.1% |
| 6M | +9.9% | +9.7% | +0.1% | -2.2% |
| YTD | +3.9% | +14.9% | -11.0% | -12.7% |
| 1Y | +10.6% | +17.6% | -7.0% | -9.6% |
| 3Y | +130.7% | +65.3% | +65.4% | +31.9% |
| All | +84.5% | +77.5% | +7.0% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling