+379.7%
VRT vs FHN
+131.2%
+248.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.9% |
| 7D | +10.5% | +2.1% | +8.4% | +9.3% |
| 30D | -9.3% | +3.8% | -13.1% | -11.2% |
| 3M | -29.6% | -8.9% | -20.6% | -26.0% |
| 6M | -45.4% | +1.8% | -47.2% | -46.3% |
| YTD | +24.8% | +0.6% | +24.2% | +22.8% |
| 1Y | +23.6% | +12.9% | +10.7% | +13.7% |
| 3Y | +379.7% | +126.4% | +253.3% | +249.3% |
| All | +379.7% | +131.2% | +248.5% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling