+123.4%
VTR vs AFRM
-28.4%
+151.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +0.2% | -4.4% | +4.6% | +0.4% |
| 30D | +5.5% | -7.7% | +13.1% | +5.8% |
| 3M | -0.9% | -16.9% | +15.9% | -0.2% |
| 6M | -0.4% | +2.5% | -2.9% | -1.1% |
| YTD | +17.0% | -12.5% | +29.5% | +16.8% |
| 1Y | +18.0% | -11.0% | +29.0% | +17.5% |
| 3Y | +127.4% | +184.6% | -57.2% | +101.4% |
| 5Y | +92.3% | -56.3% | +148.6% | +67.4% |
| All | +123.4% | -28.4% | +151.8% | +89.8% |
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