+1,024.4%
VRT vs FHN
+88.9%
+935.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.1% |
| 7D | +13.6% | +2.7% | +11.0% | +12.5% |
| 30D | +6.8% | -3.1% | +9.9% | +8.0% |
| 3M | -3.2% | +2.3% | -5.6% | -4.2% |
| 6M | +20.3% | +9.7% | +10.6% | +16.3% |
| YTD | +79.6% | +4.7% | +74.9% | +75.8% |
| 1Y | +139.0% | +13.8% | +125.2% | +125.7% |
| 3Y | +644.6% | +131.6% | +513.0% | +482.9% |
| 5Y | +1,024.4% | +91.1% | +933.2% | +803.9% |
| All | +1,024.4% | +88.9% | +935.4% | +803.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling