-100.0%
ATXG vs VT
+145.6%
-245.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +5.9% | +4.5% |
| 7D | +1.5% | -0.1% | +1.6% | +0.6% |
| 30D | -10.6% | -3.1% | -7.6% | -16.3% |
| 3M | -42.3% | -3.5% | -38.8% | -46.6% |
| 6M | -46.6% | +0.5% | -47.1% | -46.6% |
| YTD | -54.1% | +10.8% | -64.9% | -45.7% |
| 1Y | -61.5% | +11.9% | -73.4% | -53.9% |
| 3Y | -82.9% | +73.0% | -155.8% | -48.0% |
| 5Y | -99.8% | +58.6% | -158.4% | -99.5% |
| All | -100.0% | +145.6% | -245.6% | -99.9% |
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