+30.7%
ATEC vs VT
+214.8%
-184.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -0.5% |
| 7D | -31.4% | -4.2% | -27.2% | -26.4% |
| 30D | -26.0% | -5.8% | -20.2% | -18.8% |
| 3M | -18.5% | -5.2% | -13.3% | -11.0% |
| 6M | -23.8% | +0.1% | -23.9% | -24.2% |
| YTD | -62.9% | +8.2% | -71.2% | -66.7% |
| 1Y | -60.4% | +10.1% | -70.6% | -65.3% |
| 3Y | -24.7% | +69.7% | -94.4% | -63.5% |
| 5Y | -39.7% | +53.4% | -93.1% | -65.4% |
| All | +30.7% | +214.8% | -184.1% | -69.8% |
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