-29.4%
AFRM vs VTEB
+2.1%
-31.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +2.3% |
| 7D | -8.5% | -1.2% | -7.3% | -4.4% |
| 30D | -11.4% | -2.9% | -8.5% | -1.7% |
| 3M | +8.2% | -3.2% | +11.4% | +21.7% |
| 6M | +36.6% | -2.6% | +39.3% | +51.5% |
| YTD | -8.7% | -1.8% | -6.8% | -1.4% |
| 1Y | -19.9% | +0.2% | -20.1% | -19.2% |
| 3Y | +202.6% | +8.2% | +194.4% | +111.5% |
| 5Y | -45.0% | +0.8% | -45.9% | -48.5% |
| All | -29.4% | +2.1% | -31.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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