-62.4%
ATOM vs VT
+209.7%
-272.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.2% | +15.3% | +15.1% |
| 7D | -10.1% | -2.3% | -7.8% | -5.9% |
| 30D | -31.1% | -5.0% | -26.2% | -23.9% |
| 3M | -43.4% | -4.9% | -38.5% | -37.3% |
| 6M | -67.0% | -1.5% | -65.5% | -64.5% |
| YTD | +36.2% | +8.5% | +27.7% | +25.4% |
| 1Y | +16.7% | +11.4% | +5.3% | +2.6% |
| 3Y | -43.4% | +70.1% | -113.4% | -73.5% |
| 5Y | -89.3% | +53.7% | -143.1% | -93.6% |
| 10Y | -56.4% | +220.0% | -276.3% | -85.8% |
| All | -62.4% | +209.7% | -272.0% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling