+2,072.9%
VGT vs FHN
+4.3%
+2,068.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +2.5% | +2.1% | +0.3% | +1.9% |
| 30D | -9.5% | +3.8% | -13.3% | -10.3% |
| 3M | -9.5% | -8.9% | -0.6% | -7.5% |
| 6M | -1.8% | +1.8% | -3.6% | -2.4% |
| YTD | +18.4% | +0.6% | +17.8% | +17.8% |
| 1Y | +18.7% | +12.9% | +5.8% | +14.8% |
| 3Y | +103.8% | +126.4% | -22.6% | +65.0% |
| 5Y | +104.4% | +62.3% | +42.1% | +70.2% |
| 10Y | +716.9% | +84.0% | +632.9% | +508.9% |
| All | +2,072.9% | +4.3% | +2,068.6% | +1,473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling