+2,723.0%
VRT vs AFL
+205.1%
+2,517.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.9% |
| 7D | +9.1% | +0.6% | +8.5% | +8.7% |
| 30D | +0.9% | -6.2% | +7.1% | +4.6% |
| 3M | -13.4% | +2.2% | -15.6% | -15.5% |
| 6M | +11.7% | +5.3% | +6.4% | +6.6% |
| YTD | +73.2% | +8.0% | +65.3% | +62.1% |
| 1Y | +123.4% | +10.2% | +113.2% | +104.5% |
| 3Y | +606.2% | +67.1% | +539.1% | +369.5% |
| 5Y | +899.9% | +135.6% | +764.3% | +441.4% |
| All | +2,723.0% | +205.1% | +2,517.9% | +1,012.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling