+76.9%
VT vs FHN
+120.5%
-43.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | -0.3% | +2.3% | -2.6% | -0.9% |
| 30D | -1.4% | +1.6% | -3.1% | -1.9% |
| 3M | -1.4% | -8.4% | +7.0% | +0.7% |
| 6M | +5.5% | -2.3% | +7.7% | +5.8% |
| YTD | +12.8% | +1.5% | +11.4% | +11.8% |
| 1Y | +15.4% | +15.0% | +0.4% | +10.8% |
| All | +76.9% | +120.5% | -43.6% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling