+61.4%
VWO vs FHN
+130.7%
-69.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.6% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -0.3% | -2.6% | +2.3% | +0.1% |
| 3M | +4.0% | +0.8% | +3.1% | +3.7% |
| 6M | +8.1% | +9.2% | -1.1% | +6.3% |
| YTD | +11.6% | +5.1% | +6.5% | +10.3% |
| 1Y | +16.2% | +12.2% | +4.0% | +13.5% |
| All | +61.4% | +130.7% | -69.2% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling