+22.1%
VMC vs FHN
+134.1%
-112.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.3% |
| 7D | -0.5% | +2.7% | -3.2% | -1.4% |
| 30D | -9.1% | -3.1% | -6.0% | -8.2% |
| 3M | -4.1% | +2.3% | -6.5% | -4.9% |
| 6M | -5.5% | +9.7% | -15.3% | -8.3% |
| YTD | -8.9% | +4.7% | -13.6% | -10.5% |
| 1Y | -12.9% | +13.8% | -26.7% | -17.0% |
| 3Y | +22.1% | +131.6% | -109.4% | +0.7% |
| All | +22.1% | +134.1% | -112.0% | +0.7% |
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