-25.2%
AFRM vs VCLT
-13.8%
-11.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +3.1% | +0.3% | +2.8% | +2.5% |
| 30D | -4.2% | -0.6% | -3.6% | -3.0% |
| 3M | +10.1% | -2.2% | +12.4% | +15.5% |
| 6M | +39.4% | -2.9% | +42.3% | +48.5% |
| YTD | -3.2% | -2.1% | -1.1% | +1.4% |
| 1Y | -16.1% | -2.6% | -13.5% | -11.3% |
| 3Y | +220.8% | +12.5% | +208.3% | +160.5% |
| 5Y | -17.7% | -15.3% | -2.4% | +8.6% |
| All | -25.2% | -13.8% | -11.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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