+280.5%
AFRM vs VLTO
+54.8%
+225.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.7% |
| 7D | -7.3% | +5.4% | -12.7% | -11.8% |
| 30D | -9.6% | +22.3% | -31.9% | -26.1% |
| 3M | -11.1% | +19.6% | -30.7% | -25.5% |
| 6M | +3.9% | +35.2% | -31.3% | -24.4% |
| YTD | -8.5% | +17.9% | -26.3% | -22.8% |
| 1Y | +3.3% | +19.5% | -16.3% | -15.0% |
| 3Y | +213.7% | +73.9% | +139.8% | +68.2% |
| All | +280.5% | +54.8% | +225.7% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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