+626.7%
RVMD vs FHN
+92.6%
+534.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.0% | +1.2% | -0.1% | +0.7% |
| 30D | +6.4% | -4.7% | +11.1% | +7.8% |
| 3M | +34.9% | +3.5% | +31.3% | +33.4% |
| 6M | +107.6% | +7.8% | +99.7% | +102.6% |
| YTD | +163.7% | +5.9% | +157.8% | +157.8% |
| 1Y | +439.2% | +12.5% | +426.7% | +415.5% |
| 3Y | +499.2% | +117.2% | +382.0% | +376.2% |
| 5Y | +621.7% | +86.5% | +535.2% | +448.8% |
| All | +626.7% | +92.6% | +534.1% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling