+1,216.9%
VST vs FHN
+125.7%
+1,091.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | +1.2% | +7.7% | +8.5% |
| 30D | +6.2% | -4.7% | +10.9% | +7.8% |
| 3M | -2.7% | +3.5% | -6.3% | -4.0% |
| 6M | -8.4% | +7.8% | -16.2% | -10.8% |
| YTD | -7.2% | +5.9% | -13.1% | -9.4% |
| 1Y | -20.9% | +12.5% | -33.4% | -24.7% |
| 3Y | +384.0% | +117.2% | +266.8% | +277.9% |
| 5Y | +757.1% | +86.5% | +670.5% | +549.7% |
| All | +1,216.9% | +125.7% | +1,091.1% | +717.1% |
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