+2,267.4%
VGT vs FHN
+9.8%
+2,257.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | +1.2% | -0.2% | +0.7% |
| 30D | +1.3% | -4.7% | +6.0% | +2.4% |
| 3M | -1.1% | +3.5% | -4.7% | -2.1% |
| 6M | +32.6% | +7.8% | +24.8% | +30.0% |
| YTD | +29.0% | +5.9% | +23.1% | +26.8% |
| 1Y | +39.7% | +12.5% | +27.2% | +34.9% |
| 3Y | +120.9% | +117.2% | +3.7% | +80.2% |
| 5Y | +133.6% | +86.5% | +47.0% | +87.8% |
| 10Y | +792.6% | +125.7% | +666.8% | +532.3% |
| All | +2,267.4% | +9.8% | +2,257.6% | +1,594.2% |
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 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