-7.5%
VEEV vs AFRM
-25.0%
+17.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | -0.7% |
| 7D | -7.1% | -8.0% | +0.9% | -5.9% |
| 30D | +11.1% | -9.8% | +20.9% | +12.8% |
| 3M | +55.5% | +4.7% | +50.9% | +53.8% |
| 6M | +33.4% | +34.1% | -0.8% | +26.3% |
| YTD | +16.8% | -8.4% | +25.3% | +17.1% |
| 1Y | -7.7% | -22.9% | +15.2% | -5.9% |
| 3Y | +18.4% | +203.3% | -184.9% | -12.5% |
| 5Y | -14.8% | -26.0% | +11.2% | -34.6% |
| All | -7.5% | -25.0% | +17.5% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling