+94.4%
ATEX vs VT
+235.9%
-141.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -7.0% |
| 7D | -11.6% | -0.3% | -11.3% | -11.4% |
| 30D | -9.2% | -1.4% | -7.7% | -7.8% |
| 3M | -26.9% | -1.4% | -25.5% | -25.7% |
| 6M | +60.7% | +5.5% | +55.3% | +54.2% |
| YTD | +256.2% | +12.8% | +243.4% | +221.7% |
| 1Y | +305.2% | +15.4% | +289.8% | +257.8% |
| 3Y | +147.2% | +76.9% | +70.4% | +47.0% |
| 5Y | +24.2% | +60.4% | -36.2% | -19.7% |
| 10Y | +255.1% | +232.8% | +22.3% | +14.8% |
| All | +94.4% | +235.9% | -141.5% | -37.9% |
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 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