+123.2%
VTR vs AFRM
-25.0%
+148.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | -0.3% |
| 7D | -2.9% | -8.0% | +5.1% | -2.5% |
| 30D | -2.8% | -9.8% | +7.0% | -2.3% |
| 3M | +9.0% | +4.7% | +4.3% | +8.5% |
| 6M | +5.0% | +34.1% | -29.2% | +2.6% |
| YTD | +16.9% | -8.4% | +25.4% | +16.6% |
| 1Y | +34.3% | -22.9% | +57.2% | +34.8% |
| 3Y | +131.6% | +203.3% | -71.7% | +103.7% |
| 5Y | +88.0% | -26.0% | +114.0% | +61.0% |
| All | +123.2% | -25.0% | +148.2% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling