+96.3%
VTR vs FHN
+126.8%
-30.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | +1.1% | -5.4% | +6.5% | +3.0% |
| 3M | +7.9% | -1.4% | +9.3% | +8.3% |
| 6M | +6.2% | +9.9% | -3.7% | +2.4% |
| YTD | +17.7% | +3.9% | +13.8% | +15.3% |
| 1Y | +32.9% | +10.6% | +22.3% | +26.5% |
| 3Y | +129.7% | +130.7% | -1.0% | +58.0% |
| 5Y | +89.3% | +88.8% | +0.5% | +24.1% |
| All | +96.3% | +126.8% | -30.4% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling