+107.5%
VTV vs AFRM
-25.0%
+132.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | 0.0% |
| 7D | -0.7% | -8.0% | +7.4% | -0.2% |
| 30D | -0.5% | -9.8% | +9.3% | +0.1% |
| 3M | +5.3% | +4.7% | +0.6% | +4.8% |
| 6M | +12.9% | +34.1% | -21.3% | +10.4% |
| YTD | +18.5% | -8.4% | +26.9% | +18.3% |
| 1Y | +25.3% | -22.9% | +48.2% | +25.9% |
| 3Y | +68.2% | +203.3% | -135.1% | +51.4% |
| 5Y | +80.6% | -26.0% | +106.6% | +59.9% |
| All | +107.5% | -25.0% | +132.5% | +82.9% |
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