+142.9%
VMC vs FHN
+127.8%
+15.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -5.3% | 0.0% | -5.4% | -5.3% |
| 30D | -12.3% | -2.6% | -9.7% | -11.5% |
| 3M | -10.3% | 0.0% | -10.3% | -10.3% |
| 6M | -8.6% | +9.2% | -17.8% | -11.3% |
| YTD | -11.9% | +4.3% | -16.2% | -13.4% |
| 1Y | -13.9% | +10.8% | -24.7% | -17.4% |
| 3Y | +18.2% | +130.7% | -112.6% | -13.5% |
| 5Y | +47.7% | +87.4% | -39.6% | +4.5% |
| All | +142.9% | +127.8% | +15.2% | +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 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