-100.0%
VIVK vs FHN
+208.0%
-308.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.1% | -12.2% | -12.3% |
| 7D | -1.4% | +1.2% | -2.6% | -1.4% |
| 30D | -43.6% | -4.7% | -38.9% | -43.6% |
| 3M | -95.1% | +3.5% | -98.7% | -95.1% |
| 6M | -98.2% | +7.8% | -106.0% | -98.2% |
| YTD | -97.9% | +5.9% | -103.8% | -97.9% |
| 1Y | -100.0% | +12.5% | -112.4% | -100.0% |
| 3Y | -100.0% | +117.2% | -217.2% | -100.0% |
| 5Y | -100.0% | +86.5% | -186.5% | -100.0% |
| 10Y | -100.0% | +125.7% | -225.7% | -100.0% |
| All | -100.0% | +208.0% | -308.0% | -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 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