-2.5%
VRT vs ATI
+77.9%
-80.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | -0.3% |
| 7D | -21.4% | +6.2% | -27.5% | -24.8% |
| 30D | -25.8% | -7.1% | -18.7% | -21.0% |
| 3M | -33.5% | -21.3% | -12.2% | -18.2% |
| 6M | -49.0% | +6.5% | -55.5% | -51.8% |
| YTD | +12.9% | +53.2% | -40.2% | -27.5% |
| All | -2.5% | +77.9% | -80.5% | -45.6% |
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