+36.4%
VFC vs FHN
+114.0%
-77.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.4% |
| 7D | +11.2% | -1.0% | +12.2% | +12.2% |
| 30D | +41.5% | +0.2% | +41.3% | +41.3% |
| 3M | +38.9% | -9.0% | +47.9% | +49.4% |
| 6M | +6.1% | -6.8% | +13.0% | +12.1% |
| YTD | +14.5% | -1.5% | +16.1% | +15.6% |
| 1Y | +46.0% | +10.9% | +35.0% | +34.4% |
| 3Y | +36.4% | +119.4% | -83.0% | -32.5% |
| All | +36.4% | +114.0% | -77.6% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling