-29.3%
AFRM vs VFC
-71.9%
+42.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -7.3% | +11.2% | -18.5% | -13.3% |
| 30D | -9.6% | +41.5% | -51.1% | -27.6% |
| 3M | -11.1% | +38.9% | -50.0% | -28.2% |
| 6M | +3.9% | +6.1% | -2.3% | -3.0% |
| YTD | -8.5% | +14.5% | -23.0% | -19.1% |
| 1Y | +3.3% | +46.0% | -42.7% | -22.7% |
| 3Y | +213.7% | +36.4% | +177.3% | +85.5% |
| 5Y | -58.5% | -67.5% | +9.0% | -4.8% |
| All | -29.3% | -71.9% | +42.6% | +76.3% |
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