+135.1%
VGT vs FHN
+87.6%
+47.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -0.4% | -2.6% | +2.2% | +0.1% |
| 3M | +6.6% | +0.8% | +5.8% | +6.3% |
| 6M | +31.0% | +9.2% | +21.8% | +28.5% |
| YTD | +27.2% | +5.1% | +22.1% | +25.6% |
| 1Y | +34.5% | +12.2% | +22.2% | +30.7% |
| 3Y | +123.1% | +132.4% | -9.3% | +94.4% |
| 5Y | +135.1% | +91.1% | +44.0% | +102.2% |
| All | +135.1% | +87.6% | +47.5% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling