+90.3%
VTR vs ATI
+1,021.8%
-931.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.8% | +1.6% |
| 7D | -1.8% | -2.7% | +0.9% | -1.6% |
| 30D | +4.0% | -13.5% | +17.5% | +5.5% |
| 3M | +7.8% | +8.5% | -0.7% | +6.5% |
| 6M | +6.4% | +25.2% | -18.8% | +2.9% |
| YTD | +18.3% | +73.4% | -55.1% | +10.0% |
| 1Y | +33.9% | +160.5% | -126.6% | +17.8% |
| 3Y | +134.3% | +347.3% | -213.0% | +78.9% |
| 5Y | +90.3% | +1,049.0% | -958.7% | +16.1% |
| All | +90.3% | +1,021.8% | -931.5% | +16.1% |
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