-29.3%
AFRM vs VT
+78.4%
-107.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -3.0% |
| 7D | -7.3% | -2.3% | -5.0% | -0.1% |
| 30D | -9.6% | -5.0% | -4.6% | +6.7% |
| 3M | -11.1% | -4.9% | -6.2% | +4.7% |
| 6M | +3.9% | -1.5% | +5.4% | +9.3% |
| YTD | -8.5% | +8.5% | -17.0% | -30.7% |
| 1Y | +3.3% | +11.4% | -8.1% | -28.2% |
| 3Y | +213.7% | +70.1% | +143.7% | -46.7% |
| 5Y | -58.5% | +53.7% | -112.3% | -86.5% |
| All | -29.3% | +78.4% | -107.7% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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