+37.1%
AFSM vs VT
+53.2%
-16.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -0.2% |
| 7D | -5.9% | -4.2% | -1.7% | -1.4% |
| 30D | -5.1% | -5.8% | +0.7% | +1.3% |
| 3M | -7.5% | -5.2% | -2.3% | -2.0% |
| 6M | +1.3% | +0.1% | +1.2% | +1.0% |
| YTD | +15.7% | +8.2% | +7.5% | +5.9% |
| 1Y | +17.4% | +10.1% | +7.3% | +5.4% |
| 3Y | +61.7% | +69.7% | -8.0% | -8.4% |
| 5Y | +37.1% | +53.4% | -16.3% | -11.5% |
| All | +37.1% | +53.2% | -16.1% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling