-49.5%
ATOM vs VT
+229.2%
-278.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -3.8% | +0.4% | -4.3% | -4.6% |
| 30D | -22.9% | +1.0% | -23.9% | -24.2% |
| 3M | -55.4% | +2.4% | -57.7% | -56.2% |
| 6M | -15.7% | +12.0% | -27.7% | -28.4% |
| YTD | +82.8% | +15.3% | +67.5% | +49.0% |
| 1Y | +23.2% | +22.6% | +0.6% | -8.4% |
| 3Y | -36.2% | +74.7% | -110.8% | -72.1% |
| 5Y | -84.0% | +66.1% | -150.1% | -91.6% |
| 10Y | -56.3% | +225.0% | -281.3% | -86.8% |
| All | -49.5% | +229.2% | -278.7% | -84.4% |
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