+611.0%
VRT vs ATI
+373.5%
+237.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +2.4% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | +0.9% | +2.7% | -1.8% | -1.3% |
| 3M | -13.4% | +16.3% | -29.7% | -21.1% |
| 6M | +11.7% | +30.2% | -18.5% | -5.5% |
| YTD | +73.2% | +83.6% | -10.3% | +19.5% |
| 1Y | +123.4% | +173.0% | -49.6% | +21.4% |
| All | +611.0% | +373.5% | +237.5% | +228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling