+1,003.8%
ATI vs VFC
-47.4%
+1,051.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +4.7% | -1.4% | +6.1% | +5.4% |
| 30D | -0.2% | +30.7% | -31.0% | -10.7% |
| 3M | -18.5% | +40.6% | -59.1% | -29.5% |
| 6M | +16.4% | +16.5% | -0.1% | +6.8% |
| YTD | +63.4% | +16.2% | +47.2% | +48.5% |
| 1Y | +91.5% | +42.4% | +49.1% | +58.6% |
| 3Y | +329.2% | +48.1% | +281.2% | +168.5% |
| 5Y | +966.7% | -67.8% | +1,034.5% | +1,684.7% |
| 10Y | +1,003.8% | -48.5% | +1,052.2% | +1,269.5% |
| All | +1,003.8% | -47.4% | +1,051.2% | +1,269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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