+318.2%
ATI vs VFC
+47.8%
+270.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.3% | +3.5% | -2.2% | +0.7% |
| 30D | -4.8% | +38.3% | -43.0% | -10.4% |
| 3M | -19.9% | +40.2% | -60.1% | -25.0% |
| 6M | +15.4% | +10.6% | +4.7% | +12.2% |
| YTD | +59.2% | +16.7% | +42.5% | +52.8% |
| 1Y | +86.3% | +45.0% | +41.3% | +71.7% |
| 3Y | +318.2% | +48.8% | +269.4% | +276.7% |
| All | +318.2% | +47.8% | +270.4% | +276.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling