-56.0%
AFRM vs VFC
-68.3%
+12.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -3.2% |
| 7D | -4.4% | +1.6% | -6.0% | -5.5% |
| 30D | -7.7% | +25.5% | -33.1% | -20.4% |
| 3M | -16.9% | +41.3% | -58.2% | -34.0% |
| 6M | +2.5% | +22.2% | -19.7% | -12.7% |
| YTD | -12.5% | +16.4% | -28.9% | -23.9% |
| 1Y | -11.0% | +38.4% | -49.4% | -31.8% |
| 3Y | +184.6% | +56.2% | +128.4% | +41.2% |
| All | -56.0% | -68.3% | +12.3% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling