+53.4%
VT vs FHN
+56.9%
-3.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -2.3% | -1.0% | -1.3% | -2.1% |
| 30D | -5.0% | +0.2% | -5.2% | -5.0% |
| 3M | -4.9% | -9.0% | +4.1% | -3.5% |
| 6M | -1.5% | -6.8% | +5.3% | -0.5% |
| YTD | +8.5% | -1.5% | +10.0% | +8.5% |
| 1Y | +11.4% | +10.9% | +0.4% | +9.3% |
| 3Y | +70.1% | +119.4% | -49.3% | +52.3% |
| All | +53.4% | +56.9% | -3.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling