+213.7%
VT vs ATI
+1,108.2%
-894.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.6% |
| 7D | -2.3% | +6.2% | -8.5% | -3.5% |
| 30D | -5.0% | -7.1% | +2.1% | -3.9% |
| 3M | -4.9% | -21.3% | +16.4% | -1.0% |
| 6M | -1.5% | +6.5% | -8.0% | -3.6% |
| YTD | +8.5% | +53.2% | -44.7% | -1.2% |
| 1Y | +11.4% | +82.7% | -71.3% | -1.9% |
| 3Y | +70.1% | +314.3% | -244.2% | +24.4% |
| 5Y | +53.7% | +890.9% | -837.2% | -6.3% |
| All | +213.7% | +1,108.2% | -894.5% | +76.7% |
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