-26.0%
AFRM vs VTEB
+1.5%
-27.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -3.6% |
| 7D | -8.0% | -0.7% | -7.3% | -5.7% |
| 30D | -9.8% | -2.1% | -7.7% | -2.7% |
| 3M | +4.7% | -2.7% | +7.3% | +15.6% |
| 6M | +34.1% | -2.1% | +36.2% | +46.0% |
| YTD | -8.4% | -1.1% | -7.3% | -3.6% |
| 1Y | -22.9% | +1.3% | -24.3% | -25.1% |
| 3Y | +203.3% | +9.0% | +194.3% | +105.6% |
| 5Y | -26.0% | +1.5% | -27.5% | -41.5% |
| All | -26.0% | +1.5% | -27.5% | -41.5% |
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