+663.6%
VST vs AFRM
-20.4%
+684.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.8% |
| 7D | +8.9% | -7.0% | +15.9% | +9.7% |
| 30D | +6.2% | -7.8% | +14.0% | +7.0% |
| 3M | -2.7% | +5.3% | -8.0% | -3.6% |
| 6M | -8.4% | +42.6% | -51.0% | -12.5% |
| YTD | -7.2% | -2.8% | -4.4% | -8.0% |
| 1Y | -20.9% | -19.3% | -1.6% | -20.3% |
| 3Y | +384.0% | +231.0% | +153.0% | +322.8% |
| 5Y | +757.1% | -22.2% | +779.3% | +638.9% |
| All | +663.6% | -20.4% | +684.1% | +541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling