+9.4%
VIK vs FHN
+0.4%
+9.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +2.7% | +2.1% | +0.6% | +1.3% |
| 30D | +8.8% | +3.8% | +5.0% | +6.7% |
| 3M | -15.3% | -8.9% | -6.4% | -10.9% |
| 6M | +9.4% | +1.8% | +7.6% | +8.6% |
| All | +9.4% | +0.4% | +9.0% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling