+402.8%
VUG vs ATI
+961.4%
-558.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.2% |
| 7D | +2.5% | +4.2% | -1.6% | +1.7% |
| 30D | -6.3% | -2.5% | -3.7% | -6.0% |
| 3M | -6.0% | -19.4% | +13.4% | -2.6% |
| 6M | -3.5% | +11.1% | -14.6% | -6.1% |
| YTD | +3.9% | +59.5% | -55.6% | -5.8% |
| 1Y | +5.1% | +85.8% | -80.7% | -7.5% |
| 3Y | +77.9% | +311.9% | -234.0% | +32.0% |
| 5Y | +62.4% | +963.2% | -900.8% | +1.2% |
| All | +402.8% | +961.4% | -558.5% | +198.5% |
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