+789.7%
VFC vs FHN
+1,824.4%
-1,034.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -11.6% | -4.7% | -6.9% | -10.2% |
| 3M | -18.1% | +3.5% | -21.7% | -19.0% |
| 6M | -27.4% | +7.8% | -35.2% | -29.0% |
| YTD | -24.8% | +5.9% | -30.7% | -26.0% |
| 1Y | -8.2% | +12.5% | -20.7% | -11.5% |
| 3Y | -29.1% | +117.2% | -146.3% | -43.5% |
| 5Y | -79.2% | +86.5% | -165.7% | -83.5% |
| 10Y | -68.1% | +125.7% | -193.8% | -77.2% |
| All | +789.7% | +1,824.4% | -1,034.7% | +168.7% |
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 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