-51.4%
VG vs ATI
+196.1%
-247.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.6% |
| 7D | -22.0% | +6.2% | -28.2% | -22.9% |
| 30D | -11.6% | -7.1% | -4.6% | -10.6% |
| 3M | -14.9% | -21.3% | +6.4% | -11.3% |
| 6M | -3.5% | +6.5% | -10.0% | -6.3% |
| YTD | +70.0% | +53.2% | +16.8% | +34.3% |
| 1Y | +50.0% | +82.7% | -32.7% | +7.7% |
| All | -51.4% | +196.1% | -247.5% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling