-26.0%
AFRM vs VNQ
+5.0%
-30.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -3.2% |
| 7D | -8.0% | -0.9% | -7.1% | -6.1% |
| 30D | -9.8% | -2.2% | -7.5% | -5.1% |
| 3M | +4.7% | -1.9% | +6.6% | +7.8% |
| 6M | +34.1% | +3.2% | +30.9% | +21.9% |
| YTD | -8.4% | +9.4% | -17.8% | -27.7% |
| 1Y | -22.9% | +7.5% | -30.4% | -37.2% |
| 3Y | +203.3% | +31.1% | +172.2% | +53.3% |
| 5Y | -26.0% | +6.6% | -32.5% | -18.6% |
| All | -26.0% | +5.0% | -30.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling