+1,216.9%
VST vs ATI
+1,108.5%
+108.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.7% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +6.2% | +2.7% | +3.5% | +5.2% |
| 3M | -2.7% | +16.3% | -19.0% | -6.9% |
| 6M | -8.4% | +30.2% | -38.5% | -15.2% |
| YTD | -7.2% | +83.6% | -90.8% | -21.6% |
| 1Y | -20.9% | +173.0% | -193.9% | -40.0% |
| 3Y | +384.0% | +356.6% | +27.3% | +220.5% |
| 5Y | +757.1% | +1,074.2% | -317.1% | +348.3% |
| All | +1,216.9% | +1,108.5% | +108.3% | +502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling