+567.3%
VRT vs ATI
+871.8%
-304.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +0.8% |
| 7D | -21.4% | +6.2% | -27.5% | -23.9% |
| 30D | -25.8% | -7.1% | -18.7% | -22.5% |
| 3M | -33.5% | -21.3% | -12.2% | -23.4% |
| 6M | -49.0% | +6.5% | -55.5% | -50.5% |
| YTD | +12.9% | +53.2% | -40.2% | -10.2% |
| 1Y | 0.0% | +82.7% | -82.7% | -27.7% |
| 3Y | +361.8% | +314.3% | +47.5% | +111.6% |
| All | +567.3% | +871.8% | -304.4% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling