+24.6%
ATEC vs VT
+215.5%
-190.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.9% |
| 7D | +5.7% | -2.3% | +8.0% | +9.2% |
| 30D | -27.4% | -5.0% | -22.5% | -21.3% |
| 3M | -19.2% | -4.9% | -14.3% | -12.2% |
| 6M | +6.4% | -1.5% | +8.0% | +9.5% |
| YTD | -64.6% | +8.5% | -73.1% | -68.4% |
| 1Y | -61.9% | +11.4% | -73.2% | -67.0% |
| 3Y | -27.8% | +70.1% | -97.9% | -65.1% |
| 5Y | -42.5% | +53.7% | -96.2% | -67.1% |
| All | +24.6% | +215.5% | -190.9% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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