+55.6%
VFC vs FHN
+14.6%
+41.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +2.9% |
| 7D | +21.5% | +2.3% | +19.2% | +19.0% |
| 30D | +46.7% | +1.6% | +45.0% | +44.4% |
| 3M | +38.4% | -8.4% | +46.8% | +50.5% |
| 6M | +15.2% | -2.3% | +17.5% | +17.4% |
| YTD | +17.8% | +1.5% | +16.3% | +12.8% |
| 1Y | +55.6% | +15.0% | +40.6% | +21.7% |
| All | +55.6% | +14.6% | +41.0% | +21.7% |
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 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