+183.8%
VXUS vs FHN
+222.7%
-38.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | +1.2% | -0.2% | +0.7% |
| 30D | +2.2% | -4.7% | +6.9% | +3.4% |
| 3M | +3.0% | +3.5% | -0.6% | +1.9% |
| 6M | +10.7% | +7.8% | +2.8% | +8.3% |
| YTD | +17.8% | +5.9% | +12.0% | +15.7% |
| 1Y | +27.6% | +12.5% | +15.1% | +22.9% |
| 3Y | +73.3% | +117.2% | -43.9% | +37.1% |
| 5Y | +54.3% | +86.5% | -32.2% | +18.5% |
| 10Y | +149.8% | +125.7% | +24.1% | +60.2% |
| All | +183.8% | +222.7% | -38.9% | +40.0% |
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