+1,164.9%
VST vs FHN
+81.8%
+1,083.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +6.6% | +2.1% | +4.5% | +5.9% |
| 30D | -12.4% | +3.8% | -16.2% | -13.5% |
| 3M | -9.0% | -8.9% | -0.1% | -6.5% |
| 6M | -6.4% | +1.8% | -8.3% | -7.4% |
| YTD | -17.2% | +0.6% | -17.8% | -18.0% |
| 1Y | -22.0% | +12.9% | -35.0% | -25.7% |
| 3Y | +296.7% | +126.4% | +170.3% | +206.6% |
| 5Y | +637.6% | +62.3% | +575.3% | +486.4% |
| All | +1,164.9% | +81.8% | +1,083.0% | +682.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling