-45.9%
ATS vs VT
+66.2%
-112.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +5.1% | +1.0% | +4.1% | +3.8% |
| 30D | -8.0% | -0.2% | -7.8% | -7.7% |
| 3M | -28.9% | +4.5% | -33.4% | -32.5% |
| 6M | -35.7% | +14.1% | -49.8% | -45.1% |
| YTD | -29.4% | +14.8% | -44.2% | -40.1% |
| 1Y | -29.4% | +21.2% | -50.6% | -43.8% |
| 3Y | -54.4% | +76.6% | -131.0% | -75.4% |
| 5Y | -45.9% | +66.6% | -112.5% | -69.7% |
| All | -45.9% | +66.2% | -112.1% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling