+137.6%
VGT vs ATI
+1,064.3%
-926.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.5% | +2.4% | -0.9% | +0.8% |
| 30D | +0.5% | -9.5% | +10.0% | +3.2% |
| 3M | +5.3% | +10.4% | -5.1% | +2.1% |
| 6M | +32.4% | +31.8% | +0.6% | +22.0% |
| YTD | +28.6% | +80.0% | -51.4% | +8.8% |
| 1Y | +37.6% | +175.8% | -138.2% | +3.6% |
| 3Y | +125.5% | +364.2% | -238.7% | +42.6% |
| All | +137.6% | +1,064.3% | -926.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling