+954.4%
VTI vs ATI
+1,386.0%
-431.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +0.6% | +3.2% | -2.5% | 0.0% |
| 30D | -1.1% | -9.0% | +7.9% | +0.8% |
| 3M | +3.9% | +15.1% | -11.2% | +0.4% |
| 6M | +14.6% | +38.1% | -23.5% | +6.1% |
| YTD | +13.3% | +80.7% | -67.4% | -1.1% |
| 1Y | +19.2% | +167.5% | -148.3% | -4.7% |
| 3Y | +77.4% | +366.0% | -288.6% | +22.3% |
| 5Y | +74.0% | +1,088.8% | -1,014.7% | -4.3% |
| 10Y | +294.6% | +1,055.0% | -760.4% | +88.7% |
| All | +954.4% | +1,386.0% | -431.6% | +297.4% |
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