+87.9%
VUG vs ATI
+361.7%
-273.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +0.9% | +3.2% | -2.3% | +0.1% |
| 30D | -1.4% | -9.0% | +7.6% | +0.6% |
| 3M | +2.3% | +15.1% | -12.8% | -1.4% |
| 6M | +15.7% | +38.1% | -22.5% | +6.4% |
| YTD | +8.6% | +80.7% | -72.0% | -6.3% |
| 1Y | +14.1% | +167.5% | -153.5% | -10.7% |
| 3Y | +87.9% | +366.0% | -278.1% | +27.8% |
| All | +87.9% | +361.7% | -273.8% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling