+2,397.0%
VRT vs AFL
+198.0%
+2,199.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | -7.7% | -3.3% | -4.4% | -6.0% |
| 30D | -12.0% | -5.0% | -7.0% | -9.4% |
| 3M | -11.7% | -1.8% | -9.9% | -11.7% |
| 6M | -8.1% | +4.8% | -12.9% | -12.1% |
| YTD | +53.2% | +5.4% | +47.8% | +45.3% |
| 1Y | +81.7% | +9.0% | +72.7% | +67.1% |
| 3Y | +535.3% | +63.0% | +472.2% | +328.2% |
| 5Y | +916.4% | +134.5% | +781.9% | +451.3% |
| All | +2,397.0% | +198.0% | +2,199.0% | +896.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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