+790.3%
VLO vs FHN
+81.8%
+708.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +9.6% | +2.1% | +7.5% | +8.5% |
| 30D | -17.4% | +3.8% | -21.2% | -19.0% |
| 3M | +10.8% | -8.9% | +19.7% | +15.5% |
| 6M | +56.9% | +1.8% | +55.1% | +54.6% |
| YTD | +136.8% | +0.6% | +136.2% | +132.5% |
| 1Y | +120.7% | +12.9% | +107.7% | +104.2% |
| 3Y | +231.9% | +126.4% | +105.5% | +107.6% |
| 5Y | +479.0% | +62.3% | +416.7% | +271.2% |
| All | +790.3% | +81.8% | +708.5% | +330.1% |
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