+377.4%
VT vs FHN
+412.1%
-34.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | +1.2% | -0.7% | +0.1% |
| 30D | +1.0% | -4.7% | +5.7% | +2.2% |
| 3M | +2.4% | +3.5% | -1.2% | +1.3% |
| 6M | +12.0% | +7.8% | +4.2% | +9.7% |
| YTD | +15.3% | +5.9% | +9.5% | +13.3% |
| 1Y | +22.6% | +12.5% | +10.1% | +18.1% |
| 3Y | +74.7% | +117.2% | -42.5% | +39.5% |
| 5Y | +66.1% | +86.5% | -20.4% | +30.1% |
| 10Y | +225.0% | +125.7% | +99.3% | +121.9% |
| All | +377.4% | +412.1% | -34.7% | +155.2% |
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