+182.1%
VGT vs AFRM
-25.0%
+207.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.6% |
| 7D | +1.5% | -8.0% | +9.5% | +2.7% |
| 30D | +0.5% | -9.8% | +10.3% | +1.8% |
| 3M | +5.3% | +4.7% | +0.6% | +4.2% |
| 6M | +32.4% | +34.1% | -1.7% | +26.0% |
| YTD | +28.6% | -8.4% | +37.0% | +28.5% |
| 1Y | +37.6% | -22.9% | +60.6% | +39.9% |
| 3Y | +125.5% | +203.3% | -77.8% | +76.5% |
| 5Y | +135.2% | -26.0% | +161.2% | +86.5% |
| All | +182.1% | -25.0% | +207.1% | +122.2% |
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