+420.5%
VUG vs FHN
+125.8%
+294.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.7% | -2.6% | +0.9% | -1.2% |
| 3M | +2.8% | 0.0% | +2.8% | +2.7% |
| 6M | +13.6% | +9.2% | +4.4% | +11.2% |
| YTD | +8.1% | +4.3% | +3.7% | +6.7% |
| 1Y | +13.1% | +10.8% | +2.3% | +9.9% |
| 3Y | +87.0% | +130.7% | -43.8% | +54.2% |
| 5Y | +76.0% | +87.4% | -11.4% | +44.5% |
| 10Y | +420.5% | +126.9% | +293.6% | +277.6% |
| All | +420.5% | +125.8% | +294.7% | +277.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling