+1,141.3%
ATI vs VFC
+292.0%
+849.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.7% |
| 7D | -0.1% | -1.6% | +1.6% | +0.8% |
| 30D | +2.7% | -11.6% | +14.3% | +9.2% |
| 3M | +16.3% | -18.1% | +34.4% | +26.3% |
| 6M | +30.2% | -27.4% | +57.5% | +49.3% |
| YTD | +83.6% | -24.8% | +108.4% | +104.4% |
| 1Y | +173.0% | -8.2% | +181.2% | +164.9% |
| 3Y | +356.6% | -29.1% | +385.8% | +274.4% |
| 5Y | +1,074.2% | -79.2% | +1,153.4% | +1,948.9% |
| 10Y | +1,136.2% | -68.1% | +1,204.3% | +1,491.4% |
| All | +1,141.3% | +292.0% | +849.3% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling