+118.0%
ATR vs VT
+215.5%
-97.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +3.9% | -2.3% | +6.2% | +5.6% |
| 30D | +18.3% | -5.0% | +23.3% | +22.5% |
| 3M | +4.9% | -4.9% | +9.8% | +8.5% |
| 6M | +16.6% | -1.5% | +18.2% | +17.2% |
| YTD | +18.2% | +8.5% | +9.7% | +10.6% |
| 1Y | +24.1% | +11.4% | +12.7% | +13.7% |
| 3Y | +17.9% | +70.1% | -52.1% | -21.4% |
| 5Y | +15.4% | +53.7% | -38.3% | -17.8% |
| All | +118.0% | +215.5% | -97.6% | -6.1% |
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