+139.0%
VRT vs AFRM
-17.6%
+156.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.7% |
| 7D | +13.6% | +3.1% | +10.6% | +13.1% |
| 30D | +6.8% | -4.2% | +11.0% | +7.1% |
| 3M | -3.2% | +10.1% | -13.3% | -5.2% |
| 6M | +20.3% | +39.4% | -19.1% | +13.1% |
| YTD | +79.6% | -3.2% | +82.8% | +77.9% |
| 1Y | +139.0% | -16.1% | +155.1% | +144.5% |
| All | +139.0% | -17.6% | +156.6% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AFRM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling