+1,917.9%
VRT vs FHN
+77.0%
+1,840.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +8.9% |
| 7D | -10.6% | -0.5% | -10.1% | -10.4% |
| 30D | -17.4% | +1.9% | -19.4% | -18.0% |
| 3M | -26.4% | -6.9% | -19.4% | -24.5% |
| 6M | -41.0% | -3.1% | -37.9% | -40.6% |
| YTD | +23.8% | +0.6% | +23.2% | +23.0% |
| 1Y | +11.6% | +12.4% | -0.7% | +6.6% |
| 3Y | +403.5% | +133.7% | +269.8% | +278.5% |
| 5Y | +647.0% | +61.4% | +585.7% | +499.1% |
| All | +1,917.9% | +77.0% | +1,840.9% | +1,044.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling