+740.0%
VTV vs FHN
+4.3%
+735.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.9% | +2.1% | +0.8% | +2.3% |
| 30D | +3.8% | +3.8% | 0.0% | +2.7% |
| 3M | +1.6% | -8.9% | +10.5% | +4.2% |
| 6M | +11.2% | +1.8% | +9.4% | +10.4% |
| YTD | +22.0% | +0.6% | +21.4% | +21.3% |
| 1Y | +24.9% | +12.9% | +11.9% | +20.1% |
| 3Y | +78.5% | +126.4% | -47.9% | +37.8% |
| 5Y | +77.8% | +62.3% | +15.5% | +41.5% |
| 10Y | +231.1% | +84.0% | +147.1% | +133.8% |
| All | +740.0% | +4.3% | +735.7% | +486.3% |
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