+158.3%
ATS vs VT
+411.7%
-253.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | -1.6% | +1.4% | +0.8% |
| 30D | +3.8% | -2.5% | +6.3% | +5.5% |
| 3M | -31.7% | -1.3% | -30.4% | -31.1% |
| 6M | -41.3% | +3.1% | -44.4% | -42.2% |
| YTD | -31.2% | +10.9% | -42.1% | -34.9% |
| 1Y | -29.7% | +12.1% | -41.7% | -33.8% |
| 3Y | -44.9% | +73.9% | -118.8% | -58.2% |
| 5Y | -51.1% | +58.0% | -109.1% | -61.5% |
| 10Y | +116.4% | +225.5% | -109.0% | +31.3% |
| All | +158.3% | +411.7% | -253.4% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling