-31.6%
AFRM vs VFC
-71.4%
+39.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | -8.4% | +3.5% | -11.9% | -10.2% |
| 30D | -18.3% | +38.3% | -56.5% | -33.7% |
| 3M | -12.7% | +40.2% | -52.9% | -29.9% |
| 6M | +3.0% | +10.6% | -7.6% | -6.2% |
| YTD | -11.4% | +16.7% | -28.1% | -22.6% |
| 1Y | -13.3% | +45.0% | -58.3% | -34.9% |
| 3Y | +194.0% | +48.8% | +145.2% | +61.3% |
| 5Y | -50.6% | -67.6% | +17.0% | +12.8% |
| All | -31.6% | -71.4% | +39.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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