+930.3%
ATI vs VCLT
+21.5%
+908.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +4.2% | -2.3% | +6.4% | +5.0% |
| 30D | -2.5% | +0.8% | -3.3% | -2.9% |
| 3M | -19.4% | -2.7% | -16.7% | -18.7% |
| 6M | +11.1% | -4.3% | +15.4% | +12.9% |
| YTD | +59.5% | -4.3% | +63.9% | +62.4% |
| 1Y | +85.8% | -4.4% | +90.1% | +89.2% |
| 3Y | +311.9% | +13.8% | +298.1% | +295.1% |
| 5Y | +963.2% | -17.0% | +980.2% | +999.6% |
| All | +930.3% | +21.5% | +908.8% | +1,326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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