-48.6%
VFC vs FHN
+81.8%
-130.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +1.6% | +2.1% | -0.5% | +0.6% |
| 30D | +25.5% | +3.8% | +21.7% | +23.3% |
| 3M | +41.3% | -8.9% | +50.2% | +48.0% |
| 6M | +22.2% | +1.8% | +20.4% | +21.0% |
| YTD | +16.4% | +0.6% | +15.8% | +16.3% |
| 1Y | +38.4% | +12.9% | +25.5% | +30.9% |
| 3Y | +56.2% | +126.4% | -70.2% | +8.6% |
| 5Y | -68.2% | +62.3% | -130.5% | -76.6% |
| All | -48.6% | +81.8% | -130.5% | -70.9% |
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