+953.6%
VRT vs AFL
+133.0%
+820.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | +2.4% | -2.1% | +4.5% | +3.5% |
| 30D | -2.7% | -5.4% | +2.8% | +0.1% |
| 3M | -9.2% | -0.3% | -8.9% | -10.1% |
| 6M | -0.5% | +5.2% | -5.7% | -5.2% |
| YTD | +62.3% | +5.7% | +56.7% | +53.2% |
| 1Y | +109.6% | +10.2% | +99.4% | +89.9% |
| 3Y | +573.1% | +63.4% | +509.6% | +292.2% |
| 5Y | +953.6% | +133.0% | +820.6% | +344.7% |
| All | +953.6% | +133.0% | +820.6% | +344.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling