+75.3%
VEA vs AFRM
+172.4%
-97.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +0.4% | -7.5% | +7.9% | +1.1% |
| 30D | -0.7% | -15.7% | +15.0% | +0.7% |
| 3M | -3.9% | -9.6% | +5.7% | -3.3% |
| 6M | -0.6% | +6.3% | -6.8% | -1.5% |
| YTD | +12.9% | -8.6% | +21.5% | +12.5% |
| 1Y | +18.4% | -7.6% | +26.0% | +17.6% |
| 3Y | +75.3% | +173.7% | -98.4% | +55.5% |
| All | +75.3% | +172.4% | -97.2% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling