+725.0%
VTV vs FHN
+9.8%
+715.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | +1.1% | -4.7% | +5.8% | +2.4% |
| 3M | +5.9% | +3.5% | +2.3% | +4.7% |
| 6M | +11.6% | +7.8% | +3.8% | +9.1% |
| YTD | +19.8% | +5.9% | +13.9% | +17.4% |
| 1Y | +26.2% | +12.5% | +13.8% | +21.2% |
| 3Y | +68.5% | +117.2% | -48.7% | +31.3% |
| 5Y | +79.9% | +86.5% | -6.7% | +37.3% |
| 10Y | +229.7% | +125.7% | +104.0% | +119.3% |
| All | +725.0% | +9.8% | +715.2% | +467.8% |
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