+3.8%
VCIT vs FHN
+63.2%
-59.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | 0.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +1.8% | +1.9% | -0.2% | +1.8% |
| 3M | -1.1% | -6.9% | +5.8% | -1.0% |
| 6M | -1.7% | -3.1% | +1.4% | -1.6% |
| YTD | -1.1% | +0.6% | -1.7% | -1.2% |
| 1Y | -0.4% | +12.4% | -12.7% | -0.5% |
| 3Y | +20.5% | +133.7% | -113.2% | +19.5% |
| 5Y | +3.8% | +61.4% | -57.6% | +3.4% |
| All | +3.8% | +63.2% | -59.5% | +3.4% |
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