+75.0%
VTI vs ATI
+1,029.4%
-954.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -5.6% | +4.7% | +0.3% |
| 30D | -1.4% | -13.7% | +12.3% | +1.6% |
| 3M | +3.6% | -0.4% | +4.0% | +3.2% |
| 6M | +13.6% | +26.2% | -12.6% | +7.0% |
| YTD | +12.9% | +73.2% | -60.3% | -0.9% |
| 1Y | +17.2% | +161.6% | -144.4% | -6.3% |
| 3Y | +75.7% | +346.2% | -270.5% | +19.8% |
| All | +75.0% | +1,029.4% | -954.3% | +0.2% |
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