+8.6%
AFRM vs VSXY
+90.2%
-81.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.8% | -1.1% |
| 7D | -5.5% | -1.6% | -3.9% | -5.0% |
| 30D | -15.5% | +17.8% | -33.3% | -20.9% |
| 3M | -10.3% | +12.5% | -22.8% | -15.8% |
| 6M | +0.6% | +124.7% | -124.1% | -34.3% |
| YTD | -11.5% | +93.2% | -104.7% | -40.1% |
| 1Y | -16.6% | +195.6% | -212.3% | -54.9% |
| 3Y | +193.5% | +434.6% | -241.1% | -1.4% |
| 5Y | -55.8% | +103.3% | -159.1% | -75.7% |
| All | +8.6% | +90.2% | -81.6% | -42.4% |
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