-49.4%
VG vs FHN
+18.9%
-68.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -7.7% | +0.9% | -8.6% | -8.1% |
| 30D | -8.8% | +2.1% | -10.9% | -10.0% |
| 3M | -15.6% | -6.0% | -9.7% | -13.2% |
| 6M | +5.2% | -2.9% | +8.2% | +5.3% |
| YTD | +76.9% | +0.7% | +76.2% | +69.8% |
| 1Y | +42.5% | +11.0% | +31.5% | +24.6% |
| All | -49.4% | +18.9% | -68.2% | -61.4% |
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 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