+367.1%
VT vs FHN
+390.9%
-23.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 1Y | +15.4% | +15.0% | +0.4% | +10.8% |
| 3Y | +76.9% | +120.9% | -44.0% | +40.8% |
| 5Y | +60.4% | +64.0% | -3.6% | +30.2% |
| 10Y | +232.8% | +120.6% | +112.2% | +128.5% |
| All | +367.1% | +390.9% | -23.8% | +152.2% |
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