+73.1%
ATFV vs VT
+67.3%
+5.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.2% |
| 7D | -6.9% | -2.3% | -4.6% | -3.7% |
| 30D | -18.4% | -5.0% | -13.4% | -12.1% |
| 3M | -13.1% | -4.9% | -8.2% | -6.4% |
| 6M | -12.8% | -1.5% | -11.3% | -10.1% |
| YTD | -3.2% | +8.5% | -11.7% | -12.5% |
| 1Y | -3.0% | +11.4% | -14.4% | -15.3% |
| 3Y | +124.6% | +70.1% | +54.5% | +13.2% |
| 5Y | +47.2% | +53.7% | -6.5% | -12.0% |
| All | +73.1% | +67.3% | +5.8% | -7.5% |
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