+218.0%
ATRC vs VT
+223.7%
-5.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -4.2% |
| 7D | -3.5% | +0.4% | -3.9% | -3.8% |
| 30D | +3.5% | -2.6% | +6.1% | +6.6% |
| 3M | +39.6% | -3.2% | +42.8% | +44.7% |
| 6M | +119.9% | +0.9% | +118.9% | +116.0% |
| YTD | +46.1% | +11.3% | +34.7% | +27.5% |
| 1Y | +80.3% | +14.0% | +66.3% | +53.2% |
| 3Y | +62.9% | +75.8% | -12.9% | -15.4% |
| 5Y | -29.1% | +57.8% | -86.9% | -57.8% |
| 10Y | +218.0% | +219.8% | -1.8% | +2.7% |
| All | +218.0% | +223.7% | -5.7% | +2.7% |
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