+1,112.0%
VST vs ATI
+1,108.2%
+3.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.4% | +6.1% | +9.3% |
| 7D | -9.8% | +6.2% | -16.0% | -11.2% |
| 30D | -25.1% | -7.1% | -18.1% | -23.6% |
| 3M | -11.6% | -21.3% | +9.7% | -5.7% |
| 6M | -20.9% | +6.5% | -27.4% | -22.5% |
| YTD | -22.3% | +53.2% | -75.5% | -31.1% |
| 1Y | -32.0% | +82.7% | -114.7% | -42.5% |
| 3Y | +262.4% | +314.3% | -51.9% | +147.2% |
| 5Y | +563.4% | +890.9% | -327.6% | +262.6% |
| All | +1,112.0% | +1,108.2% | +3.9% | +469.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling