+35,208.6%
VLO vs FHN
+1,728.2%
+33,480.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.4% | -0.9% | +0.4% | -0.1% |
| 30D | -16.6% | +2.0% | -18.6% | -17.2% |
| 3M | +12.3% | -6.8% | +19.1% | +14.7% |
| 6M | +47.8% | -0.8% | +48.6% | +47.6% |
| YTD | +126.7% | +0.6% | +126.1% | +124.2% |
| 1Y | +105.4% | +11.5% | +93.8% | +96.0% |
| 3Y | +222.0% | +130.0% | +92.0% | +137.3% |
| 5Y | +449.8% | +60.8% | +389.0% | +325.6% |
| 10Y | +754.3% | +84.0% | +670.3% | +515.0% |
| All | +35,208.6% | +1,728.2% | +33,480.4% | +15,354.1% |
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 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