+1,740.6%
VRT vs FHN
+73.3%
+1,667.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -21.4% | -1.0% | -20.4% | -21.1% |
| 30D | -25.8% | +0.2% | -26.0% | -25.9% |
| 3M | -33.5% | -9.0% | -24.5% | -31.3% |
| 6M | -49.0% | -6.8% | -42.2% | -47.9% |
| YTD | +12.9% | -1.5% | +14.5% | +12.9% |
| 1Y | 0.0% | +10.9% | -10.9% | -4.1% |
| 3Y | +361.8% | +119.4% | +242.4% | +254.2% |
| 5Y | +565.1% | +57.5% | +507.6% | +437.7% |
| All | +1,740.6% | +73.3% | +1,667.3% | +951.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling