+1,076.9%
ATI vs VFC
-78.7%
+1,155.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +2.4% | -2.3% | +4.7% | +3.0% |
| 30D | -9.5% | -13.4% | +3.9% | -6.5% |
| 3M | +10.4% | -23.7% | +34.1% | +16.6% |
| 6M | +31.8% | -24.5% | +56.3% | +39.2% |
| YTD | +80.0% | -27.8% | +107.8% | +91.4% |
| 1Y | +175.8% | -13.5% | +189.3% | +178.7% |
| 3Y | +364.2% | -27.1% | +391.3% | +344.4% |
| 5Y | +1,076.9% | -79.0% | +1,155.9% | +1,702.3% |
| All | +1,076.9% | -78.7% | +1,155.5% | +1,702.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling