-24.9%
AFRM vs VFC
-81.6%
+56.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -4.1% |
| 7D | -7.0% | -1.6% | -5.3% | -5.9% |
| 30D | -7.8% | -11.6% | +3.8% | -0.3% |
| 3M | +5.3% | -18.1% | +23.4% | +17.2% |
| 6M | +42.6% | -27.4% | +70.0% | +69.7% |
| YTD | -2.8% | -24.8% | +22.0% | +12.7% |
| 1Y | -19.3% | -8.2% | -11.1% | -20.4% |
| 3Y | +231.0% | -29.1% | +260.1% | +207.5% |
| 5Y | -22.2% | -79.2% | +56.9% | +136.6% |
| All | -24.9% | -81.6% | +56.7% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling