+53.4%
VT vs ATI
+894.3%
-841.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -2.9% |
| 7D | -4.2% | -3.8% | -0.4% | -3.5% |
| 30D | -5.8% | -13.5% | +7.7% | -3.3% |
| 3M | -5.2% | -17.9% | +12.7% | -2.0% |
| 6M | +0.1% | +8.4% | -8.2% | -2.5% |
| YTD | +8.2% | +46.7% | -38.5% | -1.4% |
| 1Y | +10.1% | +74.5% | -64.3% | -3.2% |
| 3Y | +69.7% | +303.7% | -234.0% | +19.8% |
| 5Y | +53.4% | +848.9% | -795.6% | -9.3% |
| All | +53.4% | +894.3% | -841.0% | -9.3% |
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