+35,889.1%
VLO vs FHN
+1,824.4%
+34,064.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | +1.2% | +4.0% | +4.8% |
| 30D | +22.6% | -4.7% | +27.3% | +24.5% |
| 3M | +43.8% | +3.5% | +40.2% | +41.9% |
| 6M | +65.7% | +7.8% | +57.9% | +60.5% |
| YTD | +131.1% | +5.9% | +125.2% | +125.1% |
| 1Y | +143.6% | +12.5% | +131.2% | +131.5% |
| 3Y | +201.4% | +117.2% | +84.2% | +126.0% |
| 5Y | +568.9% | +86.5% | +482.3% | +393.2% |
| 10Y | +891.8% | +125.7% | +766.1% | +574.5% |
| All | +35,889.1% | +1,824.4% | +34,064.7% | +15,410.5% |
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