+142.3%
VXUS vs FHN
+106.3%
+36.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | -1.9% | +1.9% | -3.8% | -2.3% |
| 3M | -4.4% | -6.9% | +2.5% | -3.0% |
| 6M | -2.0% | -3.1% | +1.1% | -1.5% |
| YTD | +11.1% | +0.6% | +10.5% | +10.7% |
| 1Y | +15.1% | +12.4% | +2.7% | +12.0% |
| 3Y | +70.4% | +133.7% | -63.3% | +39.9% |
| 5Y | +47.2% | +61.4% | -14.2% | +24.0% |
| 10Y | +142.3% | +97.9% | +44.4% | +83.5% |
| All | +142.3% | +106.3% | +36.0% | +83.5% |
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 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