+133.4%
ATRO vs VT
+231.8%
-98.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -8.3% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | -16.0% | -1.4% | -14.5% | -14.1% |
| 3M | -23.9% | -1.4% | -22.6% | -22.0% |
| 6M | -0.1% | +5.5% | -5.6% | -7.2% |
| YTD | +32.8% | +12.8% | +20.0% | +12.3% |
| 1Y | +50.1% | +15.4% | +34.6% | +22.8% |
| 3Y | +348.7% | +76.9% | +271.9% | +91.7% |
| 5Y | +434.3% | +60.4% | +373.9% | +168.3% |
| 10Y | +133.4% | +232.8% | -99.4% | -50.6% |
| All | +133.4% | +231.8% | -98.4% | -50.6% |
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