+143.6%
VMC vs FHN
+129.4%
+14.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | -12.8% | -2.6% | -10.1% | -12.0% |
| 3M | -7.9% | +0.8% | -8.8% | -8.2% |
| 6M | -7.5% | +9.2% | -16.7% | -10.3% |
| YTD | -11.6% | +5.1% | -16.7% | -13.4% |
| 1Y | -14.3% | +12.2% | -26.5% | -18.1% |
| 3Y | +18.5% | +132.4% | -113.9% | -13.5% |
| 5Y | +46.8% | +91.1% | -44.3% | +3.0% |
| All | +143.6% | +129.4% | +14.2% | +31.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling