-78.1%
VFC vs FHN
+88.9%
-167.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.3% |
| 7D | +0.8% | +2.7% | -1.8% | -0.5% |
| 30D | -11.9% | -3.1% | -8.8% | -10.6% |
| 3M | -20.2% | +2.3% | -22.5% | -21.0% |
| 6M | -23.0% | +9.7% | -32.7% | -26.3% |
| YTD | -26.2% | +4.7% | -31.0% | -27.7% |
| 1Y | -13.3% | +13.8% | -27.1% | -18.5% |
| 3Y | -25.5% | +131.6% | -157.0% | -45.0% |
| 5Y | -78.1% | +91.1% | -169.3% | -84.4% |
| All | -78.1% | +88.9% | -167.0% | -84.4% |
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