+66.6%
VT vs ATI
+1,074.8%
-1,008.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.6% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.0% | +2.7% | -1.7% | +0.2% |
| 3M | +2.4% | +16.3% | -13.9% | -1.1% |
| 6M | +12.0% | +30.2% | -18.2% | +5.2% |
| YTD | +15.3% | +83.6% | -68.2% | +1.1% |
| 1Y | +22.6% | +173.0% | -150.4% | -1.2% |
| 3Y | +74.7% | +356.6% | -282.0% | +21.9% |
| All | +66.6% | +1,074.8% | -1,008.3% | -2.9% |
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