+605.1%
RVMD vs FHN
+89.0%
+516.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -3.0% | -1.9% | -1.1% | -2.5% |
| 30D | -0.7% | -5.4% | +4.7% | +0.7% |
| 3M | +36.5% | -1.4% | +38.0% | +36.8% |
| 6M | +104.6% | +9.9% | +94.8% | +98.8% |
| YTD | +155.8% | +3.9% | +151.9% | +151.4% |
| 1Y | +340.7% | +10.6% | +330.1% | +323.3% |
| 3Y | +519.9% | +130.7% | +389.3% | +385.8% |
| 5Y | +584.9% | +88.8% | +496.1% | +417.5% |
| All | +605.1% | +89.0% | +516.1% | +347.1% |
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