+539.4%
VST vs AFRM
-25.1%
+564.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.8% | +10.8% |
| 7D | -9.8% | -7.3% | -2.5% | -9.1% |
| 30D | -25.1% | -9.6% | -15.6% | -24.4% |
| 3M | -11.6% | -11.1% | -0.5% | -10.7% |
| 6M | -20.9% | +3.9% | -24.8% | -21.7% |
| YTD | -22.3% | -8.5% | -13.8% | -22.6% |
| 1Y | -32.0% | +3.3% | -35.3% | -33.3% |
| 3Y | +262.4% | +213.7% | +48.7% | +219.0% |
| 5Y | +563.4% | -58.5% | +621.9% | +481.4% |
| All | +539.4% | -25.1% | +564.5% | +439.8% |
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