+159.7%
VGT vs AFRM
-28.4%
+188.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +2.5% | -4.4% | +6.9% | +3.1% |
| 30D | -9.5% | -7.7% | -1.8% | -8.5% |
| 3M | -9.5% | -16.9% | +7.4% | -7.4% |
| 6M | -1.8% | +2.5% | -4.3% | -2.8% |
| YTD | +18.4% | -12.5% | +30.9% | +18.8% |
| 1Y | +18.7% | -11.0% | +29.8% | +18.6% |
| 3Y | +103.8% | +184.6% | -80.8% | +62.4% |
| 5Y | +104.4% | -56.3% | +160.7% | +67.6% |
| All | +159.7% | -28.4% | +188.1% | +105.5% |
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 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