+82.5%
FTV vs FHN
+125.8%
-43.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -9.5% | -2.6% | -6.9% | -8.8% |
| 3M | -10.9% | 0.0% | -10.9% | -10.9% |
| 6M | -0.6% | +9.2% | -9.9% | -3.5% |
| YTD | +1.4% | +4.3% | -2.9% | -0.1% |
| 1Y | +17.6% | +10.8% | +6.9% | +13.3% |
| 3Y | -3.3% | +130.7% | -134.0% | -27.1% |
| 5Y | -0.1% | +87.4% | -87.5% | -26.3% |
| 10Y | +82.5% | +126.9% | -44.4% | +10.2% |
| All | +82.5% | +125.8% | -43.3% | +10.2% |
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