+25.4%
VTEB vs FHN
+148.0%
-122.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | -2.5% | -4.8% | +2.3% | -2.5% |
| 3M | -3.0% | -0.7% | -2.2% | -3.0% |
| 6M | -2.1% | +10.6% | -12.7% | -2.1% |
| YTD | -1.5% | +4.6% | -6.1% | -1.5% |
| 1Y | +0.2% | +11.4% | -11.2% | +0.1% |
| 3Y | +8.6% | +132.3% | -123.7% | +8.2% |
| 5Y | +1.2% | +90.2% | -89.0% | +0.8% |
| 10Y | +18.1% | +127.4% | -109.3% | +16.6% |
| All | +25.4% | +148.0% | -122.7% | +24.7% |
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 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