+583.5%
RVMD vs FHN
+87.6%
+495.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -1.1% | -2.6% | +1.6% | -0.7% |
| 3M | +41.0% | +0.8% | +40.2% | +40.6% |
| 6M | +105.7% | +9.2% | +96.5% | +102.1% |
| YTD | +155.3% | +5.1% | +150.2% | +151.9% |
| 1Y | +402.7% | +12.2% | +390.5% | +388.5% |
| 3Y | +533.1% | +132.4% | +400.7% | +462.9% |
| 5Y | +583.5% | +91.1% | +492.4% | +504.7% |
| All | +583.5% | +87.6% | +495.9% | +504.7% |
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