+223.0%
VT vs FHN
+125.4%
+97.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | +1.2% | -0.7% | +0.2% |
| 30D | +1.0% | -4.7% | +5.7% | +2.1% |
| 3M | +2.4% | +3.5% | -1.2% | +1.4% |
| 6M | +12.0% | +7.8% | +4.2% | +9.8% |
| YTD | +15.3% | +5.9% | +9.5% | +13.4% |
| 1Y | +22.6% | +12.5% | +10.1% | +18.5% |
| 3Y | +74.7% | +117.2% | -42.5% | +42.6% |
| 5Y | +66.1% | +86.5% | -20.4% | +32.5% |
| All | +223.0% | +125.4% | +97.6% | +119.7% |
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