+50.3%
VMC vs FHN
+61.2%
-10.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +17.7% | +2.1% | +15.6% | +17.3% |
| 3M | +1.1% | -6.0% | +7.0% | +2.2% |
| 6M | +1.8% | -2.9% | +4.8% | +2.4% |
| YTD | +1.5% | +0.7% | +0.8% | +1.3% |
| 1Y | -1.1% | +11.0% | -12.1% | -2.9% |
| 3Y | +38.8% | +130.3% | -91.5% | +26.0% |
| All | +50.3% | +61.2% | -10.9% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling