+717.1%
VLO vs FHN
+94.7%
+622.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -9.5% | +0.9% | -10.4% | -9.9% |
| 30D | -19.1% | +2.1% | -21.2% | -20.1% |
| 3M | +11.4% | -6.0% | +17.3% | +14.4% |
| 6M | +46.7% | -2.9% | +49.7% | +47.8% |
| YTD | +118.6% | +0.7% | +117.9% | +114.6% |
| 1Y | +99.9% | +11.0% | +88.9% | +86.6% |
| 3Y | +210.5% | +130.3% | +80.2% | +92.6% |
| 5Y | +432.7% | +61.3% | +371.4% | +243.3% |
| 10Y | +717.1% | +89.6% | +627.5% | +308.3% |
| All | +717.1% | +94.7% | +622.4% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling