+280.1%
AFRM vs VLTO
+56.1%
+223.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.9% |
| 7D | -7.5% | +2.0% | -9.6% | -9.2% |
| 30D | -15.7% | +21.8% | -37.5% | -30.9% |
| 3M | -9.6% | +20.2% | -29.8% | -24.6% |
| 6M | +6.3% | +36.3% | -30.1% | -23.4% |
| YTD | -8.6% | +18.8% | -27.4% | -23.5% |
| 1Y | -7.6% | +20.4% | -28.0% | -24.4% |
| 3Y | +173.7% | +71.9% | +101.7% | +49.5% |
| All | +280.1% | +56.1% | +223.9% | +125.1% |
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