-56.4%
ATOM vs VT
+222.7%
-279.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.8% |
| 7D | +11.3% | +2.9% | +8.4% | +5.6% |
| 30D | -23.7% | -2.5% | -21.2% | -19.6% |
| 3M | -47.6% | -3.3% | -44.2% | -43.6% |
| 6M | -65.3% | +1.5% | -66.8% | -64.7% |
| YTD | +31.2% | +11.4% | +19.9% | +14.9% |
| 1Y | +20.8% | +11.9% | +8.9% | +5.4% |
| 3Y | -43.2% | +73.9% | -117.1% | -74.7% |
| 5Y | -90.9% | +57.9% | -148.8% | -94.8% |
| All | -56.4% | +222.7% | -279.1% | -85.5% |
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