-31.6%
AFRM vs VSH
+30.9%
-62.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.9% |
| 7D | -8.4% | -1.6% | -6.8% | -8.9% |
| 30D | -18.3% | -21.3% | +3.0% | -8.6% |
| 3M | -12.7% | -18.9% | +6.2% | -6.6% |
| 6M | +3.0% | -21.4% | +24.5% | -5.4% |
| YTD | -11.4% | +86.8% | -98.2% | -62.4% |
| 1Y | -13.3% | +85.8% | -99.1% | -63.2% |
| 3Y | +194.0% | +30.1% | +163.9% | +59.5% |
| 5Y | -50.6% | +42.8% | -93.4% | -75.2% |
| All | -31.6% | +30.9% | -62.5% | -64.2% |
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