+160.2%
VXUS vs FHN
+200.2%
-40.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | -4.6% | +0.2% | -4.8% | -4.6% |
| 3M | -6.1% | -9.0% | +2.9% | -3.9% |
| 6M | -4.9% | -6.8% | +1.9% | -3.4% |
| YTD | +8.1% | -1.5% | +9.6% | +8.0% |
| 1Y | +12.1% | +10.9% | +1.1% | +8.6% |
| 3Y | +63.9% | +119.4% | -55.5% | +29.5% |
| 5Y | +43.1% | +57.5% | -14.4% | +15.6% |
| 10Y | +139.2% | +114.1% | +25.1% | +55.1% |
| All | +160.2% | +200.2% | -40.0% | +30.7% |
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