-44.6%
VG vs FHN
+18.7%
-63.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +14.0% | +2.1% | +11.8% | +12.8% |
| 30D | -1.0% | +3.8% | -4.8% | -3.1% |
| 3M | -2.7% | -8.9% | +6.2% | +1.7% |
| 6M | +1.5% | +1.8% | -0.3% | -1.4% |
| YTD | +93.7% | +0.6% | +93.1% | +86.0% |
| 1Y | +68.5% | +12.9% | +55.6% | +44.7% |
| All | -44.6% | +18.7% | -63.3% | -57.7% |
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 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