+15.9%
AFB vs VT
+215.5%
-199.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.5% | -2.3% | +3.8% | +2.0% |
| 30D | +13.1% | -5.0% | +18.0% | +14.3% |
| 3M | -3.2% | -4.9% | +1.6% | -2.2% |
| 6M | -3.9% | -1.5% | -2.4% | -3.7% |
| YTD | +1.4% | +8.5% | -7.1% | -0.5% |
| 1Y | +1.5% | +11.4% | -9.9% | -0.9% |
| 3Y | +25.9% | +70.1% | -44.1% | +11.9% |
| 5Y | -11.8% | +53.7% | -65.5% | -20.3% |
| All | +15.9% | +215.5% | -199.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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