+53.4%
VT vs FHN
+57.4%
-4.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.6% |
| 7D | -4.2% | -2.3% | -1.9% | -3.8% |
| 30D | -5.8% | -0.9% | -4.9% | -5.7% |
| 3M | -5.2% | -11.0% | +5.8% | -3.5% |
| 6M | +0.1% | -5.4% | +5.5% | +0.9% |
| YTD | +8.2% | -1.2% | +9.4% | +8.2% |
| 1Y | +10.1% | +10.5% | -0.4% | +8.1% |
| 3Y | +69.7% | +115.1% | -45.5% | +52.2% |
| 5Y | +53.4% | +58.1% | -4.7% | +38.9% |
| All | +53.4% | +57.4% | -4.0% | +38.9% |
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