+1,934.0%
VRT vs ATI
+568.7%
+1,365.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -2.1% |
| 7D | +10.5% | +4.2% | +6.4% | +8.9% |
| 30D | -9.3% | -2.5% | -6.8% | -8.1% |
| 3M | -29.6% | -19.4% | -10.2% | -23.2% |
| 6M | -45.4% | +11.1% | -56.4% | -47.0% |
| YTD | +24.8% | +59.5% | -34.7% | +6.8% |
| 1Y | +23.6% | +85.8% | -62.1% | +0.3% |
| 3Y | +379.7% | +311.9% | +67.8% | +196.3% |
| 5Y | +660.3% | +963.2% | -302.9% | +260.7% |
| All | +1,934.0% | +568.7% | +1,365.3% | +671.0% |
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