+152.6%
XRT vs FHN
+106.3%
+46.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +2.9% |
| 7D | +2.5% | -0.5% | +2.9% | +2.7% |
| 30D | +10.3% | +1.9% | +8.4% | +9.7% |
| 3M | +2.4% | -6.9% | +9.3% | +4.9% |
| 6M | +10.0% | -3.1% | +13.0% | +11.0% |
| YTD | +9.5% | +0.6% | +9.0% | +9.0% |
| 1Y | +17.2% | +12.4% | +4.8% | +12.1% |
| 3Y | +62.0% | +133.7% | -71.7% | +18.2% |
| 5Y | -2.1% | +61.4% | -63.5% | -24.4% |
| 10Y | +152.6% | +97.9% | +54.7% | +62.6% |
| All | +152.6% | +106.3% | +46.3% | +62.6% |
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