+986.6%
VRT vs AFRM
-28.4%
+1,015.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | +10.5% | -4.4% | +14.9% | +11.6% |
| 30D | -9.3% | -7.7% | -1.7% | -7.8% |
| 3M | -29.6% | -16.9% | -12.7% | -27.0% |
| 6M | -45.4% | +2.5% | -47.8% | -46.3% |
| YTD | +24.8% | -12.5% | +37.3% | +25.0% |
| 1Y | +23.6% | -11.0% | +34.6% | +23.0% |
| 3Y | +379.7% | +184.6% | +195.1% | +244.5% |
| 5Y | +660.3% | -56.3% | +716.6% | +451.8% |
| All | +986.6% | -28.4% | +1,015.0% | +664.5% |
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 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