+641.9%
VST vs AFRM
-58.9%
+700.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.3% |
| 7D | +10.9% | -10.3% | +21.2% | +12.6% |
| 30D | -15.6% | -13.7% | -1.9% | -14.0% |
| 3M | -7.8% | -11.6% | +3.8% | -6.6% |
| 6M | -12.0% | +2.1% | -14.1% | -12.9% |
| YTD | -16.9% | -8.9% | -8.1% | -17.3% |
| 1Y | -25.1% | -9.7% | -15.4% | -25.5% |
| 3Y | +297.1% | +202.5% | +94.6% | +240.4% |
| 5Y | +641.9% | -55.3% | +697.2% | +546.1% |
| All | +641.9% | -58.9% | +700.9% | +546.1% |
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