+608.4%
VST vs ATI
+959.5%
-351.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.3% |
| 7D | +6.6% | +4.2% | +2.4% | +4.9% |
| 30D | -12.4% | -2.5% | -9.8% | -11.5% |
| 3M | -9.0% | -19.4% | +10.4% | -1.5% |
| 6M | -6.4% | +11.1% | -17.5% | -10.6% |
| YTD | -17.2% | +59.5% | -76.7% | -31.3% |
| 1Y | -22.0% | +85.8% | -107.8% | -38.8% |
| 3Y | +296.7% | +311.9% | -15.2% | +136.8% |
| All | +608.4% | +959.5% | -351.2% | +237.2% |
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