-50.0%
VTRS vs ATI
+1,154.1%
-1,204.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -5.6% | +3.4% | -1.1% |
| 30D | +3.3% | -13.7% | +17.1% | +6.1% |
| 3M | +2.0% | -0.4% | +2.4% | +1.4% |
| 6M | +19.9% | +26.2% | -6.3% | +13.5% |
| YTD | +35.7% | +73.2% | -37.5% | +20.7% |
| 1Y | +68.1% | +161.6% | -93.5% | +37.5% |
| 3Y | +87.1% | +346.2% | -259.1% | +33.3% |
| 5Y | +47.6% | +1,047.6% | -1,000.0% | -15.1% |
| All | -50.0% | +1,154.1% | -1,204.0% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling