+1,255.6%
VFC vs FHN
+1,690.1%
-434.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +11.2% | -1.0% | +12.2% | +11.6% |
| 30D | +41.5% | +0.2% | +41.3% | +41.5% |
| 3M | +38.9% | -9.0% | +47.9% | +43.2% |
| 6M | +6.1% | -6.8% | +13.0% | +8.7% |
| YTD | +14.5% | -1.5% | +16.1% | +15.4% |
| 1Y | +46.0% | +10.9% | +35.0% | +41.7% |
| 3Y | +36.4% | +119.4% | -83.0% | +8.4% |
| 5Y | -67.5% | +57.5% | -125.1% | -72.8% |
| 10Y | -45.8% | +114.1% | -160.0% | -60.6% |
| All | +1,255.6% | +1,690.1% | -434.5% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling