-56.9%
AFRM vs VSXY
+125.0%
-181.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.3% |
| 7D | -7.5% | +15.2% | -22.7% | -13.0% |
| 30D | -15.7% | +37.0% | -52.7% | -26.6% |
| 3M | -9.6% | +15.2% | -24.8% | -16.6% |
| 6M | +6.3% | +136.3% | -130.0% | -35.1% |
| YTD | -8.6% | +109.6% | -118.2% | -42.8% |
| 1Y | -7.6% | +223.7% | -231.3% | -55.3% |
| 3Y | +173.7% | +516.3% | -342.6% | -29.5% |
| 5Y | -56.9% | +125.1% | -182.0% | -76.3% |
| All | -56.9% | +125.0% | -181.9% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling