+883.3%
VRT vs AFRM
-25.1%
+908.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.0% |
| 7D | -21.4% | -7.3% | -14.1% | -20.1% |
| 30D | -25.8% | -9.6% | -16.3% | -24.3% |
| 3M | -33.5% | -11.1% | -22.5% | -32.2% |
| 6M | -49.0% | +3.9% | -52.9% | -50.1% |
| YTD | +12.9% | -8.5% | +21.4% | +11.9% |
| 1Y | 0.0% | +3.3% | -3.2% | -4.0% |
| 3Y | +361.8% | +213.7% | +148.1% | +223.1% |
| 5Y | +565.1% | -58.5% | +623.7% | +379.3% |
| All | +883.3% | -25.1% | +908.4% | +584.7% |
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