+566.5%
VTRS vs FHN
+1,796.6%
-1,230.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +2.1% | -2.6% | +4.7% | +2.7% |
| 3M | +2.6% | 0.0% | +2.6% | +2.5% |
| 6M | +17.8% | +9.2% | +8.5% | +15.1% |
| YTD | +35.7% | +4.3% | +31.3% | +33.9% |
| 1Y | +63.5% | +10.8% | +52.7% | +58.5% |
| 3Y | +85.1% | +130.7% | -45.6% | +46.8% |
| 5Y | +42.5% | +87.4% | -44.9% | +10.3% |
| 10Y | -48.2% | +126.9% | -175.1% | -64.3% |
| All | +566.5% | +1,796.6% | -1,230.1% | +76.4% |
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