+9.9%
ATEX vs VT
+53.2%
-43.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.1% | -7.8% | -8.1% |
| 7D | -25.4% | -4.2% | -21.2% | -22.2% |
| 30D | -17.9% | -5.8% | -12.1% | -12.8% |
| 3M | -31.1% | -5.2% | -25.8% | -27.1% |
| 6M | +35.5% | +0.1% | +35.4% | +37.3% |
| YTD | +213.9% | +8.2% | +205.6% | +199.5% |
| 1Y | +264.3% | +10.1% | +254.2% | +242.5% |
| 3Y | +117.9% | +69.7% | +48.2% | +48.2% |
| 5Y | +9.9% | +53.4% | -43.5% | -22.8% |
| All | +9.9% | +53.2% | -43.3% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling