+75.3%
VTI vs ATI
+358.3%
-282.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.4% | +2.4% | -2.8% | -0.8% |
| 30D | -1.6% | -9.5% | +7.9% | +0.3% |
| 3M | +3.6% | +10.4% | -6.8% | +1.1% |
| 6M | +13.0% | +31.8% | -18.8% | +5.9% |
| YTD | +12.7% | +80.0% | -67.3% | -1.2% |
| 1Y | +18.4% | +175.8% | -157.5% | -5.4% |
| All | +75.3% | +358.3% | -282.9% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling