-98.3%
ATRA vs VT
+217.6%
-316.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.0% |
| 30D | -14.6% | -3.1% | -11.5% | -9.8% |
| 3M | -5.9% | -3.5% | -2.4% | -0.1% |
| 6M | -2.9% | +0.5% | -3.3% | -4.6% |
| YTD | -55.2% | +10.8% | -66.0% | -63.7% |
| 1Y | -34.1% | +11.9% | -46.0% | -47.5% |
| 3Y | +40.9% | +73.0% | -32.1% | -47.5% |
| 5Y | -98.1% | +58.6% | -156.7% | -99.1% |
| 10Y | -98.3% | +219.2% | -317.5% | -99.7% |
| All | -98.3% | +217.6% | -316.0% | -99.7% |
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