+922.6%
VLO vs FHN
+126.6%
+795.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.8% |
| 7D | +5.8% | +2.7% | +3.1% | +4.4% |
| 30D | +28.3% | -3.1% | +31.4% | +30.2% |
| 3M | +48.7% | +2.3% | +46.4% | +46.7% |
| 6M | +71.9% | +9.7% | +62.2% | +62.4% |
| YTD | +138.7% | +4.7% | +133.9% | +130.3% |
| 1Y | +148.5% | +13.8% | +134.7% | +128.4% |
| 3Y | +192.7% | +131.6% | +61.1% | +80.6% |
| 5Y | +601.6% | +91.1% | +510.5% | +305.7% |
| All | +922.6% | +126.6% | +795.9% | +321.6% |
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