-67.4%
ATOM vs VT
+209.0%
-276.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.8% | -1.0% |
| 7D | -21.3% | -4.2% | -17.1% | -14.6% |
| 30D | -41.6% | -5.8% | -35.8% | -34.3% |
| 3M | -50.3% | -5.2% | -45.0% | -44.6% |
| 6M | -75.3% | +0.1% | -75.5% | -74.4% |
| YTD | +17.9% | +8.2% | +9.6% | +8.9% |
| 1Y | -7.6% | +10.1% | -17.7% | -17.0% |
| 3Y | -55.4% | +69.7% | -125.1% | -79.0% |
| 5Y | -90.8% | +53.4% | -144.2% | -94.5% |
| 10Y | -62.2% | +219.2% | -281.5% | -87.7% |
| All | -67.4% | +209.0% | -276.4% | -88.6% |
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