-100.0%
ATXG vs VT
+140.0%
-239.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -15.3% |
| 7D | -10.1% | -4.2% | -5.9% | -17.8% |
| 30D | -23.3% | -5.8% | -17.5% | -32.2% |
| 3M | -23.3% | -5.2% | -18.1% | -31.7% |
| 6M | -51.9% | +0.1% | -52.1% | -52.1% |
| YTD | -57.5% | +8.2% | -65.7% | -52.1% |
| 1Y | -65.0% | +10.1% | -75.1% | -59.4% |
| 3Y | -86.9% | +69.7% | -156.5% | -61.6% |
| 5Y | -99.8% | +53.4% | -153.2% | -99.5% |
| All | -100.0% | +140.0% | -239.9% | -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 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