-47.5%
VFC vs FHN
+94.7%
-142.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.5% | +0.9% | +2.6% | +3.1% |
| 30D | +38.3% | +2.1% | +36.2% | +36.9% |
| 3M | +40.2% | -6.0% | +46.1% | +44.4% |
| 6M | +10.6% | -2.9% | +13.6% | +12.3% |
| YTD | +16.7% | +0.7% | +16.0% | +16.6% |
| 1Y | +45.0% | +11.0% | +34.0% | +38.3% |
| 3Y | +48.8% | +130.3% | -81.5% | +2.6% |
| 5Y | -67.6% | +61.3% | -128.9% | -76.1% |
| 10Y | -47.5% | +89.6% | -137.1% | -70.7% |
| All | -47.5% | +94.7% | -142.3% | -70.7% |
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 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