+252.8%
ATEX vs VT
+223.7%
+29.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +6.0% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -4.4% | -2.6% | -1.8% | -1.3% |
| 3M | -18.6% | -3.2% | -15.4% | -15.2% |
| 6M | +44.5% | +0.9% | +43.5% | +45.1% |
| YTD | +270.0% | +11.3% | +258.7% | +238.9% |
| 1Y | +348.0% | +14.0% | +334.0% | +300.2% |
| 3Y | +172.4% | +75.8% | +96.6% | +59.5% |
| 5Y | +27.7% | +57.8% | -30.2% | -17.2% |
| 10Y | +252.8% | +219.8% | +33.0% | -14.0% |
| All | +252.8% | +223.7% | +29.1% | -14.0% |
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