+19.0%
ATHM vs VT
+215.5%
-196.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | +15.2% | -2.3% | +17.5% | +17.8% |
| 30D | +10.7% | -5.0% | +15.7% | +16.4% |
| 3M | +0.7% | -4.9% | +5.6% | +5.7% |
| 6M | +22.3% | -1.5% | +23.8% | +23.8% |
| YTD | +6.4% | +8.5% | -2.1% | -2.6% |
| 1Y | -6.0% | +11.4% | -17.4% | -16.3% |
| 3Y | -2.0% | +70.1% | -72.1% | -44.4% |
| 5Y | -28.8% | +53.7% | -82.5% | -54.6% |
| All | +19.0% | +215.5% | -196.5% | -71.6% |
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