+40.1%
VG vs FHN
+11.9%
+28.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +3.2% |
| 7D | -8.3% | -0.5% | -7.8% | -8.5% |
| 30D | -10.3% | +1.9% | -12.3% | -9.5% |
| 3M | -10.8% | -6.9% | -3.8% | -12.9% |
| 6M | +3.5% | -3.1% | +6.5% | +3.1% |
| YTD | +74.0% | +0.6% | +73.4% | +81.2% |
| All | +40.1% | +11.9% | +28.2% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling