-20.9%
VST vs ATI
+176.2%
-197.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.1% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +6.2% | +2.7% | +3.5% | +4.4% |
| 3M | -2.7% | +16.3% | -19.0% | -10.2% |
| 6M | -8.4% | +30.2% | -38.5% | -20.6% |
| YTD | -7.2% | +83.6% | -90.8% | -32.5% |
| 1Y | -20.9% | +173.0% | -193.9% | -50.6% |
| All | -20.9% | +176.2% | -197.1% | -50.6% |
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