+83.1%
ATR vs VT
+224.5%
-141.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.2% | +0.4% | -4.6% | -4.5% |
| 30D | -6.8% | +1.0% | -7.8% | -7.5% |
| 3M | +13.6% | +2.4% | +11.2% | +11.3% |
| 6M | -6.3% | +12.0% | -18.3% | -14.2% |
| YTD | +5.7% | +15.3% | -9.7% | -5.2% |
| 1Y | -6.6% | +22.6% | -29.2% | -20.1% |
| 3Y | -0.1% | +74.7% | -74.7% | -34.5% |
| 5Y | +0.7% | +66.1% | -65.5% | -32.1% |
| All | +83.1% | +224.5% | -141.4% | -27.6% |
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 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