-100.0%
VIVK vs FHN
+129.5%
-229.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | -4.4% | -1.2% | -3.2% | -4.2% |
| 30D | -40.8% | -4.8% | -36.0% | -40.4% |
| 3M | -94.1% | -0.7% | -93.4% | -94.1% |
| 6M | -98.2% | +10.6% | -108.8% | -98.2% |
| YTD | -98.0% | +4.6% | -102.6% | -98.0% |
| 1Y | -100.0% | +11.4% | -111.3% | -100.0% |
| 3Y | -100.0% | +132.3% | -232.2% | -100.0% |
| All | -100.0% | +129.5% | -229.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling