+6.8%
FHN vs VYM
+490.3%
-483.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.4% |
| 7D | +2.7% | +0.1% | +2.5% | +2.5% |
| 30D | -3.1% | -1.3% | -1.8% | -1.0% |
| 3M | +2.3% | +4.1% | -1.7% | -4.1% |
| 6M | +9.7% | +9.8% | -0.1% | -5.8% |
| YTD | +4.7% | +15.3% | -10.6% | -17.0% |
| 1Y | +13.8% | +20.0% | -6.3% | -15.6% |
| 3Y | +131.6% | +66.2% | +65.3% | +3.1% |
| 5Y | +91.1% | +77.5% | +13.6% | -25.7% |
| 10Y | +126.6% | +201.7% | -75.1% | -61.0% |
| All | +6.8% | +490.3% | -483.4% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling