+2,723.0%
VRT vs FHN
+86.3%
+2,636.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +9.1% | +1.2% | +7.9% | +8.7% |
| 30D | +0.9% | -4.7% | +5.6% | +2.7% |
| 3M | -13.4% | +3.5% | -16.9% | -14.6% |
| 6M | +11.7% | +7.8% | +3.9% | +8.6% |
| YTD | +73.2% | +5.9% | +67.4% | +69.0% |
| 1Y | +123.4% | +12.5% | +110.9% | +112.2% |
| 3Y | +606.2% | +117.2% | +489.0% | +440.7% |
| 5Y | +899.9% | +86.5% | +813.4% | +661.4% |
| All | +2,723.0% | +86.3% | +2,636.7% | +1,473.5% |
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