+396.2%
VUG vs ATI
+1,024.4%
-628.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | -8.9% | -4.8% | -4.1% | -8.2% |
| 3M | -5.9% | -19.9% | +14.0% | -2.4% |
| 6M | -3.3% | +15.4% | -18.6% | -6.5% |
| YTD | +3.4% | +59.2% | -55.8% | -6.2% |
| 1Y | +1.9% | +86.3% | -84.4% | -10.3% |
| 3Y | +76.9% | +318.2% | -241.3% | +31.0% |
| 5Y | +63.9% | +958.6% | -894.8% | +2.3% |
| 10Y | +396.2% | +996.8% | -600.6% | +196.1% |
| All | +396.2% | +1,024.4% | -628.2% | +196.1% |
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 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