+878.7%
ATI vs VSXY
+37.5%
+841.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | -5.6% | +0.1% | -5.8% | -5.7% |
| 30D | -13.7% | -18.7% | +4.9% | -11.4% |
| 3M | -0.4% | -4.0% | +3.6% | -0.4% |
| 6M | +26.2% | +67.5% | -41.3% | +14.2% |
| YTD | +73.2% | +39.7% | +33.6% | +60.3% |
| 1Y | +161.6% | +180.0% | -18.4% | +116.4% |
| 3Y | +346.2% | +337.3% | +8.9% | +224.3% |
| 5Y | +1,047.6% | +22.7% | +1,025.0% | +838.2% |
| All | +878.7% | +37.5% | +841.1% | +684.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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