-58.3%
AFRM vs VO
+32.6%
-90.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -1.8% |
| 7D | -7.3% | -2.6% | -4.7% | +1.2% |
| 30D | -9.6% | -0.9% | -8.6% | -6.0% |
| 3M | -11.1% | -3.0% | -8.1% | -0.7% |
| 6M | +3.9% | +2.2% | +1.7% | -1.9% |
| YTD | -8.5% | +10.6% | -19.1% | -33.8% |
| 1Y | +3.3% | +12.5% | -9.3% | -29.3% |
| 3Y | +213.7% | +61.4% | +152.3% | -35.2% |
| All | -58.3% | +32.6% | -90.9% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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