+64.6%
VTI vs ATI
+959.5%
-895.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.4% |
| 7D | +2.5% | +4.2% | -1.6% | +1.6% |
| 30D | -1.5% | -2.5% | +1.0% | -1.3% |
| 3M | -3.2% | -19.4% | +16.2% | +0.8% |
| 6M | +2.3% | +11.1% | -8.8% | -1.1% |
| YTD | +11.6% | +59.5% | -47.9% | -1.0% |
| 1Y | +13.8% | +85.8% | -72.0% | -2.6% |
| 3Y | +77.4% | +311.9% | -234.5% | +21.3% |
| All | +64.6% | +959.5% | -895.0% | -8.2% |
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 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