+1,178.1%
ATI vs VFC
-69.4%
+1,247.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +2.4% | -2.3% | +4.7% | +3.4% |
| 30D | -9.5% | -13.4% | +3.9% | -4.2% |
| 3M | +10.4% | -23.7% | +34.1% | +21.3% |
| 6M | +31.8% | -24.5% | +56.3% | +44.6% |
| YTD | +80.0% | -27.8% | +107.8% | +99.6% |
| 1Y | +175.8% | -13.5% | +189.3% | +177.3% |
| 3Y | +364.2% | -27.1% | +391.3% | +295.8% |
| 5Y | +1,076.9% | -79.0% | +1,155.9% | +2,188.1% |
| 10Y | +1,178.1% | -68.7% | +1,246.8% | +1,836.1% |
| All | +1,178.1% | -69.4% | +1,247.5% | +1,836.1% |
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