+1,917.9%
VRT vs ATI
+575.1%
+1,342.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.2% | +4.5% | +7.6% |
| 7D | -10.6% | +6.0% | -16.6% | -12.2% |
| 30D | -17.4% | -3.6% | -13.8% | -16.0% |
| 3M | -26.4% | -18.9% | -7.5% | -20.0% |
| 6M | -41.0% | +16.7% | -57.7% | -43.9% |
| YTD | +23.8% | +61.1% | -37.3% | +5.4% |
| 1Y | +11.6% | +89.3% | -77.7% | -10.1% |
| 3Y | +403.5% | +333.3% | +70.2% | +205.9% |
| 5Y | +647.0% | +954.5% | -307.4% | +254.2% |
| All | +1,917.9% | +575.1% | +1,342.7% | +661.5% |
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