-58.3%
AFRM vs VSH
+24.4%
-82.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -5.5% |
| 7D | -7.3% | -12.9% | +5.6% | -0.8% |
| 30D | -9.6% | -36.9% | +27.3% | +15.3% |
| 3M | -11.1% | -28.8% | +17.7% | +2.5% |
| 6M | +3.9% | -30.3% | +34.2% | +1.1% |
| YTD | -8.5% | +62.4% | -70.9% | -59.0% |
| 1Y | +3.3% | +62.5% | -59.3% | -54.0% |
| 3Y | +213.7% | +7.4% | +206.3% | +93.2% |
| All | -58.3% | +24.4% | -82.7% | -80.2% |
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 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