+2,010.2%
VRT vs FHN
+76.1%
+1,934.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +18.6% | +1.3% | +17.4% | +18.1% |
| 30D | -11.7% | +2.8% | -14.5% | -12.6% |
| 3M | -27.3% | -8.9% | -18.4% | -24.9% |
| 6M | -42.9% | -0.7% | -42.2% | -42.9% |
| YTD | +29.5% | +0.1% | +29.4% | +28.8% |
| 1Y | +21.0% | +10.4% | +10.6% | +16.3% |
| 3Y | +403.1% | +128.8% | +274.3% | +280.7% |
| 5Y | +688.8% | +61.5% | +627.4% | +532.4% |
| All | +2,010.2% | +76.1% | +1,934.1% | +1,099.1% |
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