-10.6%
AFRM vs VFC
+42.4%
-53.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.3% |
| 7D | -7.5% | +7.7% | -15.2% | -10.5% |
| 30D | -15.7% | +39.2% | -54.9% | -27.8% |
| 3M | -9.6% | +40.3% | -49.9% | -23.0% |
| 6M | +6.3% | +11.4% | -5.1% | -0.8% |
| YTD | -8.6% | +17.5% | -26.1% | -16.4% |
| All | -10.6% | +42.4% | -53.0% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling