+16.8%
FTV vs FHN
+60.9%
-44.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | +18.3% | +2.1% | +16.2% | +17.8% |
| 3M | +9.8% | -6.0% | +15.8% | +11.3% |
| 6M | +12.3% | -2.9% | +15.3% | +13.1% |
| YTD | +23.1% | +0.7% | +22.4% | +22.8% |
| 1Y | +32.5% | +11.0% | +21.5% | +29.6% |
| 3Y | +38.3% | +130.3% | -91.9% | +21.2% |
| 5Y | +16.8% | +61.3% | -44.4% | +4.9% |
| All | +16.8% | +60.9% | -44.1% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling