-51.4%
VG vs FHN
+16.2%
-67.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -22.0% | -1.0% | -21.1% | -21.8% |
| 30D | -11.6% | +0.2% | -11.9% | -12.0% |
| 3M | -14.9% | -9.0% | -5.9% | -11.1% |
| 6M | -3.5% | -6.8% | +3.3% | -1.3% |
| YTD | +70.0% | -1.5% | +71.5% | +64.8% |
| 1Y | +50.0% | +10.9% | +39.0% | +30.0% |
| All | -51.4% | +16.2% | -67.6% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling