+146.4%
VXUS vs FHN
+126.5%
+19.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | +1.0% | -3.1% | +4.1% | +1.6% |
| 3M | +5.7% | +2.3% | +3.3% | +5.0% |
| 6M | +13.6% | +9.7% | +3.8% | +11.3% |
| YTD | +17.4% | +4.7% | +12.7% | +16.0% |
| 1Y | +25.1% | +13.8% | +11.3% | +21.2% |
| 3Y | +75.8% | +131.6% | -55.7% | +44.5% |
| 5Y | +55.4% | +91.1% | -35.8% | +25.4% |
| 10Y | +146.4% | +126.6% | +19.8% | +74.3% |
| All | +146.4% | +126.5% | +19.9% | +74.3% |
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