-32.4%
AFRM vs VFC
-71.5%
+39.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -3.1% |
| 7D | -4.4% | +1.6% | -6.0% | -5.4% |
| 30D | -7.7% | +25.5% | -33.1% | -20.1% |
| 3M | -16.9% | +41.3% | -58.2% | -33.6% |
| 6M | +2.5% | +22.2% | -19.7% | -12.3% |
| YTD | -12.5% | +16.4% | -28.9% | -23.5% |
| 1Y | -11.0% | +38.4% | -49.4% | -31.2% |
| 3Y | +184.6% | +56.2% | +128.4% | +49.3% |
| 5Y | -56.3% | -68.2% | +11.9% | +0.4% |
| All | -32.4% | -71.5% | +39.0% | +66.6% |
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