+78.2%
ATFV vs VT
+71.7%
+6.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.0% |
| 7D | +4.6% | +2.9% | +1.7% | +0.6% |
| 30D | -13.6% | -2.5% | -11.1% | -10.1% |
| 3M | -14.7% | -3.3% | -11.4% | -10.2% |
| 6M | -8.8% | +1.5% | -10.3% | -9.8% |
| YTD | -0.4% | +11.4% | -11.7% | -13.1% |
| 1Y | -0.2% | +11.9% | -12.1% | -13.4% |
| 3Y | +127.8% | +73.9% | +53.9% | +11.3% |
| 5Y | +53.5% | +57.9% | -4.3% | -11.6% |
| All | +78.2% | +71.7% | +6.5% | -8.2% |
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