+108.4%
FTV vs FHN
+80.9%
+27.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +3.7% | +1.3% | +2.5% | +3.3% |
| 30D | +16.8% | +2.8% | +14.0% | +15.9% |
| 3M | +10.4% | -8.9% | +19.3% | +13.7% |
| 6M | +12.8% | -0.7% | +13.5% | +13.0% |
| YTD | +23.3% | +0.1% | +23.2% | +23.1% |
| 1Y | +31.0% | +10.4% | +20.6% | +26.7% |
| 3Y | +38.6% | +128.8% | -90.2% | +4.9% |
| 5Y | +17.6% | +61.5% | -43.9% | -8.2% |
| All | +108.4% | +80.9% | +27.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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