+4.1%
VCIT vs ATI
+959.5%
-955.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | -0.1% |
| 7D | -1.4% | +4.2% | -5.6% | -1.5% |
| 30D | +0.6% | -2.5% | +3.1% | +0.6% |
| 3M | -2.2% | -19.4% | +17.2% | -1.8% |
| 6M | -2.3% | +11.1% | -13.4% | -2.6% |
| YTD | -2.2% | +59.5% | -61.7% | -3.2% |
| 1Y | -1.4% | +85.8% | -87.1% | -2.6% |
| 3Y | +18.7% | +311.9% | -293.2% | +14.9% |
| All | +4.1% | +959.5% | -955.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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