+5.1%
VUG vs ATI
+81.3%
-76.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.4% |
| 6M | -3.5% | +11.1% | -14.6% | -6.6% |
| YTD | +3.9% | +59.5% | -55.6% | -7.5% |
| 1Y | +5.1% | +85.8% | -80.7% | -9.6% |
| All | +5.1% | +81.3% | -76.2% | -9.6% |
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