+1,112.0%
VST vs FHN
+109.0%
+1,003.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.9% | +10.7% |
| 7D | -9.8% | -1.0% | -8.8% | -9.6% |
| 30D | -25.1% | +0.2% | -25.4% | -25.3% |
| 3M | -11.6% | -9.0% | -2.6% | -9.2% |
| 6M | -20.9% | -6.8% | -14.1% | -19.5% |
| YTD | -22.3% | -1.5% | -20.8% | -22.5% |
| 1Y | -32.0% | +10.9% | -43.0% | -34.9% |
| 3Y | +262.4% | +119.4% | +143.0% | +183.2% |
| 5Y | +563.4% | +57.5% | +505.8% | +433.4% |
| All | +1,112.0% | +109.0% | +1,003.0% | +659.8% |
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 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