-55.8%
AFRM vs VTEB
+2.8%
-58.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -0.2% |
| 7D | -5.5% | -0.7% | -4.8% | -3.0% |
| 30D | -15.5% | +2.7% | -18.2% | -22.9% |
| 3M | -10.3% | -1.2% | -9.1% | -6.0% |
| 6M | +0.6% | -1.0% | +1.6% | +5.2% |
| YTD | -11.5% | -0.2% | -11.4% | -9.7% |
| 1Y | -16.6% | +0.1% | -16.7% | -15.5% |
| 3Y | +193.5% | +10.8% | +182.8% | +86.2% |
| 5Y | -55.8% | +2.9% | -58.7% | -63.7% |
| All | -55.8% | +2.8% | -58.6% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling