+928.8%
VZ vs FHN
+1,728.2%
-799.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +8.9% | +2.0% | +6.9% | +8.5% |
| 3M | +0.1% | -6.8% | +6.9% | +1.3% |
| 6M | +1.9% | -0.8% | +2.7% | +1.9% |
| YTD | +22.0% | +0.6% | +21.4% | +21.5% |
| 1Y | +22.1% | +11.5% | +10.6% | +19.4% |
| 3Y | +58.7% | +130.0% | -71.3% | +33.8% |
| 5Y | +22.3% | +60.8% | -38.5% | +5.7% |
| 10Y | +71.6% | +84.0% | -12.3% | +35.2% |
| All | +928.8% | +1,728.2% | -799.4% | +343.0% |
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