+35.3%
VGT vs FHN
+10.7%
+24.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | -0.4% | -5.4% | +5.0% | +0.7% |
| 3M | +4.4% | -1.4% | +5.8% | +4.6% |
| 6M | +32.1% | +9.9% | +22.2% | +28.4% |
| YTD | +28.8% | +3.9% | +24.9% | +26.6% |
| 1Y | +35.3% | +10.6% | +24.7% | +32.6% |
| All | +35.3% | +10.7% | +24.6% | +32.6% |
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