+1,367.1%
VSH vs FHN
+1,730.5%
-363.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | -21.3% | +2.1% | -23.4% | -21.8% |
| 3M | -18.9% | -6.0% | -12.9% | -16.9% |
| 6M | -21.4% | -2.9% | -18.5% | -20.7% |
| YTD | +86.8% | +0.7% | +86.1% | +86.3% |
| 1Y | +85.8% | +11.0% | +74.7% | +78.6% |
| 3Y | +30.1% | +130.3% | -100.1% | -4.6% |
| 5Y | +42.8% | +61.3% | -18.5% | +9.3% |
| 10Y | +121.2% | +89.6% | +31.6% | +50.3% |
| All | +1,367.1% | +1,730.5% | -363.4% | +293.8% |
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