+80.5%
VTV vs FHN
+87.6%
-7.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -1.3% | -2.6% | +1.3% | -0.9% |
| 3M | +5.6% | +0.8% | +4.8% | +5.4% |
| 6M | +12.4% | +9.2% | +3.2% | +10.6% |
| YTD | +17.6% | +5.1% | +12.5% | +16.4% |
| 1Y | +23.5% | +12.2% | +11.3% | +20.6% |
| 3Y | +67.0% | +132.4% | -65.4% | +46.1% |
| 5Y | +80.5% | +91.1% | -10.5% | +52.2% |
| All | +80.5% | +87.6% | -7.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling