-29.4%
AFRM vs VSH
+29.1%
-58.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.4% | -13.6% | -7.7% |
| 7D | -7.5% | +3.5% | -11.0% | -10.9% |
| 30D | -15.7% | -22.4% | +6.7% | -5.0% |
| 3M | -9.6% | -25.2% | +15.6% | +1.4% |
| 6M | +6.3% | -22.5% | +28.8% | -1.6% |
| YTD | -8.6% | +84.2% | -92.8% | -60.9% |
| 1Y | -7.6% | +87.1% | -94.7% | -61.1% |
| 3Y | +173.7% | +31.7% | +142.0% | +44.4% |
| 5Y | -56.9% | +42.6% | -99.5% | -78.3% |
| All | -29.4% | +29.1% | -58.5% | -62.7% |
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