+3.0%
VCIT vs AFRM
-23.4%
+26.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.1% | +0.4% |
| 7D | +0.5% | -6.9% | +7.4% | +0.6% |
| 30D | +2.1% | -7.0% | +9.1% | +2.2% |
| 3M | -1.6% | -11.2% | +9.7% | -1.4% |
| 6M | -1.6% | +4.3% | -5.8% | -1.8% |
| YTD | -1.5% | -6.4% | +4.9% | -1.6% |
| 1Y | -0.4% | -2.6% | +2.2% | -0.6% |
| 3Y | +19.6% | +210.6% | -191.0% | +15.7% |
| 5Y | +3.3% | -57.6% | +60.9% | -0.1% |
| All | +3.0% | -23.4% | +26.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 all: compounded portfolio wealth divided by compounded AFRM 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…
all analysis · Full analysis span regression · 6 months rolling