+3,437.2%
VMC vs FHN
+1,728.2%
+1,709.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.3% | +2.1% | -3.4% | -1.9% |
| 30D | +15.5% | +3.8% | +11.7% | +14.2% |
| 3M | +0.6% | -8.9% | +9.5% | +3.8% |
| 6M | +2.1% | +1.8% | +0.3% | +1.5% |
| YTD | -1.6% | +0.6% | -2.2% | -2.0% |
| 1Y | -1.2% | +12.9% | -14.1% | -5.3% |
| 3Y | +35.3% | +126.4% | -91.0% | +1.0% |
| 5Y | +43.6% | +62.3% | -18.7% | +10.2% |
| 10Y | +126.7% | +84.0% | +42.8% | +55.0% |
| All | +3,437.2% | +1,728.2% | +1,709.0% | +1,422.6% |
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