+635.3%
VST vs ATI
+951.9%
-316.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | -6.0% | +1.3% | -7.4% | -6.3% |
| 30D | -18.8% | -4.8% | -14.0% | -17.2% |
| 3M | -8.0% | -19.9% | +11.9% | -0.1% |
| 6M | -10.9% | +15.4% | -26.3% | -16.1% |
| YTD | -18.3% | +59.2% | -77.5% | -32.2% |
| 1Y | -29.9% | +86.3% | -116.2% | -45.0% |
| 3Y | +290.3% | +318.2% | -27.9% | +132.1% |
| 5Y | +635.3% | +958.6% | -323.3% | +250.4% |
| All | +635.3% | +951.9% | -316.6% | +250.4% |
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