+392.1%
VNQ vs FHN
+6.4%
+385.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -0.4% | +2.7% | -3.0% | -1.3% |
| 30D | -2.5% | -3.1% | +0.6% | -1.5% |
| 3M | +1.4% | +2.3% | -1.0% | +0.4% |
| 6M | +4.6% | +9.7% | -5.2% | +0.9% |
| YTD | +10.5% | +4.7% | +5.8% | +8.1% |
| 1Y | +8.4% | +13.8% | -5.4% | +2.3% |
| 3Y | +32.4% | +131.6% | -99.1% | -6.6% |
| 5Y | +5.5% | +91.1% | -85.7% | -27.5% |
| 10Y | +59.1% | +126.6% | -67.6% | -10.8% |
| All | +392.1% | +6.4% | +385.7% | +192.2% |
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 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