+227.8%
VST vs ATI
+303.0%
-75.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.1% | -3.2% |
| 7D | -19.9% | -3.8% | -16.1% | -18.4% |
| 30D | -29.7% | -13.5% | -16.1% | -24.7% |
| 3M | -19.6% | -17.9% | -1.6% | -12.3% |
| 6M | -29.4% | +8.4% | -37.8% | -33.1% |
| YTD | -29.7% | +46.7% | -76.4% | -43.1% |
| 1Y | -40.0% | +74.5% | -114.5% | -55.4% |
| All | +227.8% | +303.0% | -75.2% | +86.5% |
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