+897.3%
VST vs FHN
+110.7%
+786.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.5% | -5.3% |
| 7D | -19.9% | -2.3% | -17.6% | -19.4% |
| 30D | -29.7% | -0.9% | -28.7% | -29.6% |
| 3M | -19.6% | -11.0% | -8.5% | -16.8% |
| 6M | -29.4% | -5.4% | -24.0% | -28.5% |
| YTD | -29.7% | -1.2% | -28.5% | -30.0% |
| 1Y | -40.0% | +10.5% | -50.5% | -42.5% |
| 3Y | +231.0% | +115.1% | +115.9% | +159.7% |
| 5Y | +500.1% | +58.1% | +442.0% | +381.5% |
| 10Y | +1,004.2% | +114.9% | +889.3% | +578.0% |
| All | +897.3% | +110.7% | +786.7% | +531.0% |
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