-25.2%
AFRM vs VSH
+53.3%
-78.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.3% |
| 7D | +3.1% | +6.2% | -3.2% | -0.8% |
| 30D | -4.2% | -11.1% | +6.9% | +1.9% |
| 3M | +10.1% | -44.9% | +55.0% | +48.7% |
| 6M | +39.4% | +90.0% | -50.5% | -33.6% |
| YTD | -3.2% | +118.8% | -122.0% | -60.7% |
| 1Y | -16.1% | +109.0% | -125.0% | -65.4% |
| 3Y | +220.8% | +35.6% | +185.1% | +92.1% |
| 5Y | -17.7% | +66.7% | -84.4% | -60.4% |
| All | -25.2% | +53.3% | -78.5% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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