+96.3%
VCIT vs ATI
+454.6%
-358.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.3% |
| 7D | +0.5% | -3.8% | +4.3% | +0.5% |
| 30D | +2.1% | -13.5% | +15.6% | +2.1% |
| 3M | -1.6% | -17.9% | +16.4% | -1.5% |
| 6M | -1.6% | +8.4% | -9.9% | -1.6% |
| YTD | -1.5% | +46.7% | -48.2% | -1.7% |
| 1Y | -0.4% | +74.5% | -74.8% | -0.6% |
| 3Y | +19.6% | +303.7% | -284.1% | +18.8% |
| 5Y | +3.3% | +848.9% | -845.7% | +2.4% |
| 10Y | +28.9% | +1,089.7% | -1,060.8% | +27.7% |
| All | +96.3% | +454.6% | -358.3% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling