+123.7%
XRT vs FHN
+126.5%
-2.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | -0.3% | +2.7% | -2.9% | -1.2% |
| 30D | -5.6% | -3.1% | -2.5% | -4.7% |
| 3M | +2.5% | +2.3% | +0.2% | +1.6% |
| 6M | +3.7% | +9.7% | -6.1% | +0.2% |
| YTD | +1.0% | +4.7% | -3.8% | -1.0% |
| 1Y | -1.2% | +13.8% | -15.0% | -6.2% |
| 3Y | +43.4% | +131.6% | -88.2% | +4.7% |
| 5Y | -0.7% | +91.1% | -91.9% | -28.3% |
| 10Y | +123.7% | +126.6% | -3.0% | +34.6% |
| All | +123.7% | +126.5% | -2.8% | +34.6% |
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