+62.9%
ATEN vs VT
+257.4%
-194.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | +0.4% | -4.8% | -4.8% |
| 30D | -20.1% | +1.0% | -21.1% | -20.9% |
| 3M | -22.3% | +2.4% | -24.6% | -24.2% |
| 6M | +19.4% | +12.0% | +7.4% | +5.6% |
| YTD | +40.0% | +15.3% | +24.7% | +19.8% |
| 1Y | +39.5% | +22.6% | +16.9% | +11.6% |
| 3Y | +68.2% | +74.7% | -6.5% | -8.3% |
| 5Y | +91.1% | +66.1% | +24.9% | +11.1% |
| 10Y | +162.2% | +225.0% | -62.8% | -27.6% |
| All | +62.9% | +257.4% | -194.5% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling