+12.4%
AFRM vs VSXY
+37.7%
-25.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -1.9% | -4.1% |
| 7D | -8.0% | -10.7% | +2.7% | -4.4% |
| 30D | -9.8% | -24.3% | +14.5% | -0.1% |
| 3M | +4.7% | +1.0% | +3.7% | +2.6% |
| 6M | +34.1% | +57.4% | -23.2% | +0.9% |
| YTD | -8.4% | +39.8% | -48.2% | -28.8% |
| 1Y | -22.9% | +196.5% | -219.4% | -59.7% |
| 3Y | +203.3% | +357.2% | -154.0% | +3.9% |
| 5Y | -26.0% | +18.9% | -44.9% | -54.4% |
| All | +12.4% | +37.7% | -25.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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