-50.2%
VG vs ATI
+211.4%
-261.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.8% | +1.5% |
| 7D | -8.3% | +6.0% | -14.3% | -9.2% |
| 30D | -10.3% | -3.6% | -6.7% | -9.8% |
| 3M | -10.8% | -18.9% | +8.1% | -7.4% |
| 6M | +3.5% | +16.7% | -13.2% | -1.5% |
| YTD | +74.0% | +61.1% | +12.9% | +36.3% |
| 1Y | +48.9% | +89.3% | -40.4% | +6.9% |
| All | -50.2% | +211.4% | -261.6% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling