-29.4%
AFRM vs VFC
-71.2%
+41.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.7% |
| 7D | -7.5% | +7.7% | -15.2% | -11.7% |
| 30D | -15.7% | +39.2% | -54.9% | -31.9% |
| 3M | -9.6% | +40.3% | -49.9% | -27.4% |
| 6M | +6.3% | +11.4% | -5.1% | -3.7% |
| YTD | -8.6% | +17.5% | -26.1% | -20.5% |
| 1Y | -7.6% | +45.9% | -53.5% | -30.9% |
| 3Y | +173.7% | +47.3% | +126.3% | +52.2% |
| 5Y | -56.9% | -67.2% | +10.3% | -2.1% |
| All | -29.4% | -71.2% | +41.8% | +73.2% |
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