+1,466.8%
VTR vs FHN
+144.7%
+1,322.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +0.2% | +2.1% | -1.9% | -0.5% |
| 30D | +5.5% | +3.8% | +1.7% | +4.2% |
| 3M | -0.9% | -8.9% | +8.0% | +2.1% |
| 6M | -0.4% | +1.8% | -2.2% | -1.2% |
| YTD | +17.0% | +0.6% | +16.4% | +15.9% |
| 1Y | +18.0% | +12.9% | +5.0% | +12.1% |
| 3Y | +127.4% | +126.4% | +1.0% | +62.7% |
| 5Y | +92.3% | +62.3% | +30.0% | +42.1% |
| 10Y | +129.6% | +84.0% | +45.6% | +51.3% |
| All | +1,466.8% | +144.7% | +1,322.1% | +592.8% |
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 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