+960.3%
VTI vs FHN
+56.7%
+903.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | 0.0% | -4.7% | +4.7% | +1.3% |
| 3M | +2.0% | +3.5% | -1.6% | +0.9% |
| 6M | +13.0% | +7.8% | +5.1% | +10.4% |
| YTD | +13.9% | +5.9% | +8.1% | +11.8% |
| 1Y | +20.0% | +12.5% | +7.5% | +15.4% |
| 3Y | +75.8% | +117.2% | -41.4% | +39.0% |
| 5Y | +73.8% | +86.5% | -12.7% | +34.9% |
| 10Y | +297.5% | +125.7% | +171.7% | +169.0% |
| All | +960.3% | +56.7% | +903.7% | +557.4% |
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