-100.0%
ATOS vs VT
+361.6%
-461.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.3% | +0.4% | -2.8% | -2.8% |
| 30D | +5.4% | +1.0% | +4.5% | +4.4% |
| 3M | -48.0% | +2.4% | -50.4% | -50.5% |
| 6M | -48.8% | +12.0% | -60.8% | -56.0% |
| YTD | -71.5% | +15.3% | -86.9% | -76.5% |
| 1Y | -78.2% | +22.6% | -100.8% | -83.1% |
| 3Y | -79.0% | +74.7% | -153.7% | -89.0% |
| 5Y | -95.5% | +66.1% | -161.7% | -97.5% |
| 10Y | -99.4% | +225.0% | -324.4% | -99.8% |
| All | -100.0% | +361.6% | -461.6% | -100.0% |
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