+325.3%
VWO vs FHN
+7.8%
+317.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.2% | 0.0% | +0.1% | +0.1% |
| 30D | +0.9% | -2.6% | +3.5% | +1.6% |
| 3M | +4.3% | 0.0% | +4.2% | +4.1% |
| 6M | +10.5% | +9.2% | +1.3% | +7.6% |
| YTD | +13.4% | +4.3% | +9.0% | +11.6% |
| 1Y | +18.6% | +10.8% | +7.8% | +14.3% |
| 3Y | +65.8% | +130.7% | -64.9% | +26.5% |
| 5Y | +35.2% | +87.4% | -52.1% | +1.8% |
| 10Y | +116.6% | +126.9% | -10.2% | +38.0% |
| All | +325.3% | +7.8% | +317.5% | +217.7% |
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