+2.1%
AFRM vs VCLT
-3.4%
+5.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.2% |
| 7D | -10.3% | -0.6% | -9.7% | -8.8% |
| 30D | -13.7% | +2.8% | -16.5% | -19.9% |
| 3M | -11.6% | -0.4% | -11.2% | -9.6% |
| 6M | +2.1% | -3.1% | +5.2% | +15.9% |
| All | +2.1% | -3.4% | +5.5% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling