-98.0%
ATNM vs VT
+222.7%
-320.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.0% | +0.4% | +1.5% | +1.6% |
| 30D | +37.5% | +1.0% | +36.5% | +36.4% |
| 3M | -7.2% | +2.4% | -9.6% | -9.7% |
| 6M | -16.3% | +12.0% | -28.3% | -25.7% |
| YTD | -24.3% | +15.3% | -39.6% | -34.7% |
| 1Y | -39.1% | +22.6% | -61.6% | -50.5% |
| 3Y | -84.5% | +74.7% | -159.2% | -90.3% |
| 5Y | -83.8% | +66.1% | -149.9% | -89.4% |
| All | -98.0% | +222.7% | -320.8% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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