+11.5%
VTRS vs AFRM
-25.2%
+36.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.3% | -8.5% | +5.2% | -2.7% |
| 30D | +1.4% | -11.4% | +12.7% | +2.2% |
| 3M | +4.6% | +8.2% | -3.6% | +3.8% |
| 6M | +18.1% | +36.6% | -18.5% | +14.9% |
| YTD | +34.7% | -8.7% | +43.3% | +34.5% |
| 1Y | +65.6% | -19.9% | +85.5% | +66.3% |
| 3Y | +83.8% | +202.6% | -118.8% | +62.1% |
| 5Y | +46.5% | -45.0% | +91.5% | +24.3% |
| All | +11.5% | -25.2% | +36.7% | -6.2% |
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 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