-53.4%
AFYA vs VT
+139.3%
-192.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -2.2% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | -21.1% | -1.4% | -19.7% | -20.2% |
| 3M | -24.7% | -1.4% | -23.3% | -23.8% |
| 6M | -24.9% | +5.5% | -30.4% | -29.8% |
| YTD | -28.8% | +12.8% | -41.7% | -38.2% |
| 1Y | -22.4% | +15.4% | -37.8% | -34.3% |
| 3Y | -35.0% | +76.9% | -111.9% | -65.9% |
| 5Y | -33.5% | +60.4% | -93.9% | -60.9% |
| All | -53.4% | +139.3% | -192.7% | -84.3% |
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