-100.0%
ATXG vs VT
+140.5%
-240.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.2% | +9.0% | +9.6% |
| 7D | -7.5% | -2.3% | -5.1% | -12.4% |
| 30D | -16.3% | -5.0% | -11.3% | -24.7% |
| 3M | -25.0% | -4.9% | -20.1% | -32.7% |
| 6M | -43.2% | -1.5% | -41.7% | -45.6% |
| YTD | -53.6% | +8.5% | -62.1% | -47.4% |
| 1Y | -60.4% | +11.4% | -71.8% | -53.0% |
| 3Y | -85.4% | +70.1% | -155.5% | -57.2% |
| 5Y | -99.8% | +53.7% | -153.5% | -99.5% |
| All | -100.0% | +140.5% | -240.5% | -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