+173.7%
VEA vs ATI
+140.3%
+33.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.3% |
| 7D | +1.0% | -0.1% | +1.0% | +0.9% |
| 30D | +1.9% | +2.7% | -0.8% | +1.1% |
| 3M | +3.2% | +16.3% | -13.1% | -0.9% |
| 6M | +10.2% | +30.2% | -19.9% | +2.7% |
| YTD | +18.9% | +83.6% | -64.7% | +2.0% |
| 1Y | +29.3% | +173.0% | -143.7% | +0.4% |
| 3Y | +76.8% | +356.6% | -279.9% | +16.4% |
| 5Y | +61.2% | +1,074.2% | -1,013.0% | -18.6% |
| 10Y | +163.3% | +1,136.2% | -972.9% | +8.7% |
| All | +173.7% | +140.3% | +33.4% | +23.8% |
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