-27.7%
AFRM vs VT
+78.0%
-105.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.8% | +5.2% |
| 7D | -6.9% | -4.2% | -2.7% | +6.6% |
| 30D | -7.0% | -5.8% | -1.2% | +13.0% |
| 3M | -11.2% | -5.2% | -6.0% | +5.8% |
| 6M | +4.3% | +0.1% | +4.1% | +3.4% |
| YTD | -6.4% | +8.2% | -14.6% | -28.6% |
| 1Y | -2.6% | +10.1% | -12.7% | -29.5% |
| 3Y | +210.6% | +69.7% | +140.9% | -46.8% |
| 5Y | -57.6% | +53.4% | -111.0% | -86.1% |
| All | -27.7% | +78.0% | -105.7% | -81.2% |
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