+644.6%
VRT vs AFL
+63.4%
+581.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +3.6% |
| 7D | +13.6% | -0.7% | +14.4% | +13.6% |
| 30D | +6.8% | -7.1% | +13.9% | +6.4% |
| 3M | -3.2% | +0.4% | -3.7% | -3.5% |
| 6M | +20.3% | +4.5% | +15.8% | +19.6% |
| YTD | +79.6% | +6.1% | +73.5% | +78.1% |
| 1Y | +139.0% | +10.6% | +128.4% | +134.5% |
| All | +644.6% | +63.4% | +581.2% | +536.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling