+1,049.0%
ATI vs VSXY
+15.5%
+1,033.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -13.5% | -22.1% | +8.5% | -10.5% |
| 3M | +8.5% | -1.1% | +9.7% | +8.1% |
| 6M | +25.2% | +53.8% | -28.6% | +14.1% |
| YTD | +73.4% | +35.5% | +37.9% | +60.5% |
| 1Y | +160.5% | +186.0% | -25.5% | +111.8% |
| 3Y | +347.3% | +343.2% | +4.1% | +214.6% |
| 5Y | +1,049.0% | +19.0% | +1,030.0% | +848.2% |
| All | +1,049.0% | +15.5% | +1,033.4% | +848.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling