+1,250.4%
VUG vs FHN
+9.8%
+1,240.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | -0.3% | -4.7% | +4.4% | +0.7% |
| 3M | -0.7% | +3.5% | -4.2% | -1.6% |
| 6M | +14.6% | +7.8% | +6.8% | +12.5% |
| YTD | +9.0% | +5.9% | +3.1% | +7.3% |
| 1Y | +14.9% | +12.5% | +2.4% | +11.2% |
| 3Y | +86.0% | +117.2% | -31.2% | +53.4% |
| 5Y | +76.7% | +86.5% | -9.8% | +43.8% |
| 10Y | +411.3% | +125.7% | +285.6% | +268.7% |
| All | +1,250.4% | +9.8% | +1,240.6% | +896.1% |
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