+221.8%
AFRM vs VSXY
+324.0%
-102.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.4% |
| 7D | -7.0% | -14.0% | +7.0% | -3.3% |
| 30D | -7.8% | -15.9% | +8.1% | -3.8% |
| 3M | +5.3% | +3.4% | +1.9% | +3.2% |
| 6M | +42.6% | +25.9% | +16.7% | +25.4% |
| YTD | -2.8% | +39.5% | -42.3% | -18.2% |
| 1Y | -19.3% | +194.4% | -213.7% | -50.4% |
| All | +221.8% | +324.0% | -102.2% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling