+65.5%
VZ vs FHN
+106.3%
-40.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +10.6% | +1.9% | +8.6% | +10.4% |
| 3M | -0.6% | -6.9% | +6.3% | +0.1% |
| 6M | +0.7% | -3.1% | +3.8% | +1.0% |
| YTD | +20.6% | +0.6% | +20.0% | +20.3% |
| 1Y | +22.7% | +12.4% | +10.4% | +20.9% |
| 3Y | +57.2% | +133.7% | -76.5% | +39.9% |
| 5Y | +21.4% | +61.4% | -40.0% | +10.2% |
| 10Y | +65.5% | +97.9% | -32.4% | +56.3% |
| All | +65.5% | +106.3% | -40.8% | +56.3% |
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