+139.0%
VRT vs FHN
+13.8%
+125.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.9% |
| 7D | +13.6% | +2.7% | +11.0% | +12.9% |
| 30D | +6.8% | -3.1% | +9.9% | +7.7% |
| 3M | -3.2% | +2.3% | -5.6% | -3.6% |
| 6M | +20.3% | +9.7% | +10.6% | +18.1% |
| YTD | +79.6% | +4.7% | +74.9% | +75.3% |
| 1Y | +139.0% | +13.8% | +125.2% | +137.1% |
| All | +139.0% | +13.8% | +125.2% | +137.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling