-25.9%
AFRM vs VNQ
+41.5%
-67.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +3.5% |
| 7D | -1.3% | -1.3% | 0.0% | +1.6% |
| 30D | -2.7% | -2.6% | -0.1% | +3.2% |
| 3M | +7.4% | -2.0% | +9.5% | +10.9% |
| 6M | +40.7% | +4.3% | +36.3% | +25.4% |
| YTD | -4.0% | +9.2% | -13.2% | -23.5% |
| 1Y | -12.2% | +5.6% | -17.9% | -24.8% |
| 3Y | +203.1% | +30.8% | +172.2% | +58.9% |
| 5Y | -42.2% | +8.0% | -50.2% | -40.5% |
| All | -25.9% | +41.5% | -67.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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