+72.4%
AFK vs VT
+228.2%
-155.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.3% |
| 30D | -2.0% | -1.4% | -0.6% | -0.7% |
| 3M | -1.2% | -1.4% | +0.2% | +0.2% |
| 6M | -1.0% | +5.5% | -6.5% | -5.3% |
| YTD | -1.3% | +12.8% | -14.1% | -10.5% |
| 1Y | +14.6% | +15.4% | -0.8% | +2.0% |
| 3Y | +94.3% | +76.9% | +17.5% | +20.8% |
| 5Y | +36.5% | +60.4% | -23.9% | -8.5% |
| All | +72.4% | +228.2% | -155.8% | -41.5% |
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