+420.5%
VUG vs ATI
+1,068.2%
-647.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | -1.7% | -9.5% | +7.8% | 0.0% |
| 3M | +2.8% | +10.4% | -7.6% | +0.7% |
| 6M | +13.6% | +31.8% | -18.2% | +7.3% |
| YTD | +8.1% | +80.0% | -71.9% | -3.7% |
| 1Y | +13.1% | +175.8% | -162.8% | -7.1% |
| 3Y | +87.0% | +364.2% | -277.3% | +36.7% |
| 5Y | +76.0% | +1,076.9% | -1,000.9% | +8.6% |
| 10Y | +420.5% | +1,178.1% | -757.6% | +199.2% |
| All | +420.5% | +1,068.2% | -647.7% | +199.2% |
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