+377.4%
VT vs ATI
+313.3%
+64.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.0% | +2.7% | -1.7% | +0.1% |
| 3M | +2.4% | +16.3% | -13.9% | -1.6% |
| 6M | +12.0% | +30.2% | -18.2% | +4.3% |
| YTD | +15.3% | +83.6% | -68.2% | -1.0% |
| 1Y | +22.6% | +173.0% | -150.4% | -4.6% |
| 3Y | +74.7% | +356.6% | -282.0% | +16.0% |
| 5Y | +66.1% | +1,074.2% | -1,008.0% | -14.8% |
| 10Y | +225.0% | +1,136.2% | -911.2% | +37.5% |
| All | +377.4% | +313.3% | +64.1% | +82.2% |
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