+241.0%
RVMD vs FHN
+14.6%
+226.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.7% |
| 7D | +5.8% | +2.3% | +3.5% | +5.6% |
| 30D | -3.8% | +1.6% | -5.5% | -4.0% |
| 3M | +3.2% | -8.4% | +11.6% | +3.8% |
| 6M | +35.0% | -2.3% | +37.3% | +35.6% |
| YTD | +150.7% | +1.5% | +149.2% | +148.2% |
| 1Y | +241.0% | +15.0% | +225.9% | +234.2% |
| All | +241.0% | +14.6% | +226.4% | +234.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling