-20.9%
AFRM vs VSH
+64.7%
-85.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.1% | -5.3% |
| 7D | -7.0% | +4.1% | -11.0% | -9.2% |
| 30D | -7.8% | -4.2% | -3.6% | -6.8% |
| 3M | +5.3% | -50.0% | +55.3% | +52.5% |
| 6M | +42.6% | +80.2% | -37.5% | -30.1% |
| YTD | -2.8% | +121.1% | -123.9% | -61.6% |
| 1Y | -19.3% | +112.0% | -131.3% | -67.7% |
| 3Y | +231.0% | +22.5% | +208.4% | +130.5% |
| All | -20.9% | +64.7% | -85.6% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling