-13.8%
VEEV vs AFRM
-21.7%
+7.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | -5.2% | +3.1% | -8.2% | -5.6% |
| 30D | +14.9% | -4.2% | +19.1% | +15.6% |
| 3M | +58.4% | +10.1% | +48.2% | +55.2% |
| 6M | +35.5% | +39.4% | -3.9% | +27.1% |
| YTD | +18.6% | -3.2% | +21.8% | +17.8% |
| 1Y | -6.3% | -16.1% | +9.7% | -5.7% |
| 3Y | +20.2% | +220.8% | -200.6% | -14.1% |
| 5Y | -13.8% | -17.7% | +3.9% | -34.2% |
| All | -13.8% | -21.7% | +7.9% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling