+3.8%
VUG vs ATI
+93.9%
-90.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +4.4% | +13.0% | -8.6% | +1.9% |
| 30D | -7.3% | +0.2% | -7.5% | -7.6% |
| 3M | -4.2% | -17.5% | +13.2% | -1.0% |
| 6M | -1.6% | +18.1% | -19.7% | -5.9% |
| YTD | +4.9% | +65.7% | -60.8% | -7.8% |
| 1Y | +3.8% | +91.9% | -88.1% | -11.8% |
| All | +3.8% | +93.9% | -90.1% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling