-12.4%
AFB vs VT
+60.6%
-73.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +10.6% | -1.4% | +12.0% | +10.9% |
| 3M | -4.6% | -1.4% | -3.2% | -4.3% |
| 6M | -3.8% | +5.5% | -9.3% | -4.8% |
| YTD | +0.4% | +12.8% | -12.4% | -2.0% |
| 1Y | +0.1% | +15.4% | -15.4% | -2.8% |
| 3Y | +25.0% | +76.9% | -51.8% | +10.9% |
| 5Y | -12.4% | +60.4% | -72.8% | -22.1% |
| All | -12.4% | +60.6% | -73.0% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling