+71.3%
ATEX vs VT
+222.3%
-151.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.1% | -7.8% | -7.9% |
| 7D | -25.4% | -4.2% | -21.2% | -22.0% |
| 30D | -17.9% | -5.8% | -12.1% | -12.6% |
| 3M | -31.1% | -5.2% | -25.8% | -26.9% |
| 6M | +35.5% | +0.1% | +35.4% | +37.2% |
| YTD | +213.9% | +8.2% | +205.6% | +196.2% |
| 1Y | +264.3% | +10.1% | +254.2% | +237.8% |
| 3Y | +117.9% | +69.7% | +48.2% | +35.3% |
| 5Y | +9.9% | +53.4% | -43.5% | -25.5% |
| 10Y | +212.9% | +219.2% | -6.3% | +5.7% |
| All | +71.3% | +222.3% | -151.0% | -42.9% |
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