+23.7%
AFB vs VT
+73.6%
-49.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.0% | -1.6% | +2.6% | +1.2% |
| 30D | +7.8% | -2.5% | +10.3% | +8.3% |
| 3M | -4.1% | -1.3% | -2.8% | -3.9% |
| 6M | -4.5% | +3.1% | -7.6% | -4.9% |
| YTD | -0.4% | +10.9% | -11.4% | -2.0% |
| 1Y | -1.2% | +12.1% | -13.2% | -2.9% |
| All | +23.7% | +73.6% | -49.9% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling