+21.0%
VRT vs ATI
+93.9%
-72.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.3% |
| 7D | +18.6% | +13.0% | +5.7% | +7.1% |
| 30D | -11.7% | +0.2% | -11.8% | -11.5% |
| 3M | -27.3% | -17.5% | -9.8% | -13.8% |
| 6M | -42.9% | +18.1% | -61.0% | -50.5% |
| YTD | +29.5% | +65.7% | -36.2% | -21.9% |
| 1Y | +21.0% | +91.9% | -70.9% | -33.7% |
| All | +21.0% | +93.9% | -72.8% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling