+944.4%
VRT vs AFRM
-27.4%
+971.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | -0.1% | -2.4% |
| 7D | -17.7% | -8.4% | -9.3% | -16.1% |
| 30D | -20.0% | -18.3% | -1.7% | -16.4% |
| 3M | -28.1% | -12.7% | -15.4% | -26.3% |
| 6M | -42.8% | +3.0% | -45.9% | -43.9% |
| YTD | +20.0% | -11.4% | +31.4% | +19.7% |
| 1Y | +3.5% | -13.3% | +16.8% | +3.6% |
| 3Y | +366.1% | +194.0% | +172.1% | +232.3% |
| 5Y | +632.2% | -50.6% | +682.8% | +427.4% |
| All | +944.4% | -27.4% | +971.8% | +632.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling