+75.8%
VT vs AFRM
+232.3%
-156.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +0.4% | -7.0% | +7.4% | +1.1% |
| 30D | +1.0% | -7.8% | +8.8% | +1.7% |
| 3M | +2.4% | +5.3% | -2.9% | +1.5% |
| 6M | +12.0% | +42.6% | -30.6% | +7.4% |
| YTD | +15.3% | -2.8% | +18.1% | +14.4% |
| 1Y | +22.6% | -19.3% | +41.9% | +23.1% |
| All | +75.8% | +232.3% | -156.6% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling