+72.2%
AFK vs VT
+214.8%
-142.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +3.5% |
| 7D | +1.3% | -4.2% | +5.5% | +5.1% |
| 30D | -2.2% | -5.8% | +3.6% | +3.1% |
| 3M | -3.6% | -5.2% | +1.6% | +1.1% |
| 6M | -1.4% | +0.1% | -1.6% | -1.3% |
| YTD | -1.4% | +8.2% | -9.7% | -7.3% |
| 1Y | +12.5% | +10.1% | +2.3% | +4.2% |
| 3Y | +94.1% | +69.7% | +24.4% | +25.1% |
| 5Y | +36.5% | +53.4% | -16.9% | -4.9% |
| All | +72.2% | +214.8% | -142.6% | -39.5% |
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