-100.0%
VIVK vs FHN
+87.6%
-187.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -9.5% | -0.8% | -8.7% | -9.4% |
| 30D | -35.1% | -2.6% | -32.5% | -34.9% |
| 3M | -93.4% | +0.8% | -94.2% | -93.4% |
| 6M | -98.0% | +9.2% | -107.2% | -98.0% |
| YTD | -97.9% | +5.1% | -103.0% | -97.9% |
| 1Y | -100.0% | +12.2% | -112.2% | -100.0% |
| 3Y | -100.0% | +132.4% | -232.4% | -100.0% |
| 5Y | -100.0% | +91.1% | -191.1% | -100.0% |
| All | -100.0% | +87.6% | -187.6% | -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 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