+3,227.9%
VMC vs FHN
+1,824.4%
+1,403.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -4.3% | +1.2% | -5.5% | -4.7% |
| 30D | -8.2% | -4.7% | -3.5% | -6.9% |
| 3M | -7.0% | +3.5% | -10.6% | -8.1% |
| 6M | -10.8% | +7.8% | -18.6% | -12.9% |
| YTD | -7.4% | +5.9% | -13.3% | -9.4% |
| 1Y | -9.5% | +12.5% | -22.0% | -13.5% |
| 3Y | +20.5% | +117.2% | -96.7% | -9.3% |
| 5Y | +51.6% | +86.5% | -35.0% | +10.6% |
| 10Y | +150.0% | +125.7% | +24.3% | +59.8% |
| All | +3,227.9% | +1,824.4% | +1,403.5% | +1,307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling