-58.3%
AFRM vs VCLT
-16.9%
-41.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.1% |
| 7D | -7.3% | +0.3% | -7.6% | -7.7% |
| 30D | -9.6% | +3.7% | -13.2% | -15.4% |
| 3M | -11.1% | -1.0% | -10.1% | -9.2% |
| 6M | +3.9% | -3.4% | +7.2% | +11.5% |
| YTD | -8.5% | -2.6% | -5.9% | -3.0% |
| 1Y | +3.3% | -3.3% | +6.5% | +11.1% |
| 3Y | +213.7% | +17.3% | +196.4% | +128.5% |
| All | -58.3% | -16.9% | -41.4% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling