+279.9%
ATEX vs VT
+224.5%
+55.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -6.6% | +0.4% | -7.0% | -7.0% |
| 30D | -13.2% | +1.0% | -14.2% | -14.0% |
| 3M | +27.0% | +2.4% | +24.6% | +24.6% |
| 6M | +128.0% | +12.0% | +116.0% | +105.2% |
| YTD | +295.2% | +15.3% | +279.9% | +246.3% |
| 1Y | +287.4% | +22.6% | +264.8% | +220.0% |
| 3Y | +162.3% | +74.7% | +87.6% | +52.9% |
| 5Y | +44.0% | +66.1% | -22.1% | -12.5% |
| All | +279.9% | +224.5% | +55.4% | -5.9% |
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