+728.4%
VGT vs ATI
+961.4%
-233.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.9% |
| 7D | +2.5% | +4.2% | -1.7% | +1.6% |
| 30D | -9.5% | -2.5% | -7.0% | -9.2% |
| 3M | -9.5% | -19.4% | +9.9% | -5.7% |
| 6M | -1.8% | +11.1% | -12.8% | -4.5% |
| YTD | +18.4% | +59.5% | -41.1% | +6.4% |
| 1Y | +18.7% | +85.8% | -67.0% | +3.3% |
| 3Y | +103.8% | +311.9% | -208.1% | +47.3% |
| 5Y | +104.4% | +963.2% | -858.9% | +21.8% |
| All | +728.4% | +961.4% | -233.0% | +373.7% |
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 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