+516.3%
VST vs AFRM
-16.8%
+533.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.0% | -18.9% | -14.4% |
| 7D | -15.7% | +3.1% | -18.8% | -16.1% |
| 30D | -17.0% | +1.1% | -18.1% | -17.2% |
| 3M | -15.9% | -3.2% | -12.6% | -15.9% |
| 6M | -25.0% | +12.7% | -37.7% | -26.4% |
| YTD | -25.1% | +1.6% | -26.7% | -26.3% |
| 1Y | -34.9% | +5.9% | -40.7% | -36.3% |
| 3Y | +252.7% | +237.0% | +15.7% | +207.4% |
| 5Y | +582.3% | -55.1% | +637.5% | +491.2% |
| All | +516.3% | -16.8% | +533.1% | +414.2% |
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