+39.5%
VMC vs FHN
+131.5%
-92.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +17.7% | +2.1% | +15.6% | +17.0% |
| 3M | +1.1% | -6.0% | +7.0% | +3.2% |
| 6M | +1.8% | -2.9% | +4.8% | +2.9% |
| YTD | +1.5% | +0.7% | +0.8% | +1.0% |
| 1Y | -1.1% | +11.0% | -12.1% | -4.8% |
| All | +39.5% | +131.5% | -92.0% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling