+1,934.0%
VRT vs AFL
+232.2%
+1,701.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.1% |
| 7D | +10.5% | +2.9% | +7.6% | +8.8% |
| 30D | -9.3% | +8.0% | -17.3% | -13.5% |
| 3M | -29.6% | +5.9% | -35.5% | -32.3% |
| 6M | -45.4% | +11.6% | -57.0% | -49.7% |
| YTD | +24.8% | +17.5% | +7.3% | +10.6% |
| 1Y | +23.6% | +13.3% | +10.3% | +11.7% |
| 3Y | +379.7% | +67.0% | +312.6% | +220.5% |
| 5Y | +660.3% | +150.6% | +509.7% | +296.1% |
| All | +1,934.0% | +232.2% | +1,701.8% | +658.9% |
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 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