+403.5%
VRT vs AFRM
+172.4%
+231.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.7% |
| 7D | -10.6% | -7.5% | -3.1% | -8.9% |
| 30D | -17.4% | -15.7% | -1.7% | -13.9% |
| 3M | -26.4% | -9.6% | -16.8% | -25.0% |
| 6M | -41.0% | +6.3% | -47.3% | -42.7% |
| YTD | +23.8% | -8.6% | +32.4% | +22.7% |
| 1Y | +11.6% | -7.6% | +19.2% | +9.9% |
| 3Y | +403.5% | +173.7% | +229.8% | +304.5% |
| All | +403.5% | +172.4% | +231.0% | +304.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling