+500.1%
VST vs AFRM
-57.5%
+557.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.8% | +1.7% | -5.1% |
| 7D | -19.9% | -6.9% | -13.0% | -19.2% |
| 30D | -29.7% | -7.0% | -22.7% | -29.1% |
| 3M | -19.6% | -11.2% | -8.3% | -18.6% |
| 6M | -29.4% | +4.3% | -33.7% | -30.3% |
| YTD | -29.7% | -6.4% | -23.3% | -30.2% |
| 1Y | -40.0% | -2.6% | -37.4% | -41.0% |
| 3Y | +231.0% | +210.6% | +20.4% | +182.9% |
| 5Y | +500.1% | -57.6% | +557.6% | +415.9% |
| All | +500.1% | -57.5% | +557.6% | +415.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling