+76.3%
VUG vs ATI
+1,101.9%
-1,025.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| YTD | +8.6% | +80.7% | -72.0% | -6.6% |
| 1Y | +14.1% | +167.5% | -153.5% | -11.0% |
| 3Y | +87.9% | +366.0% | -278.1% | +23.4% |
| 5Y | +76.3% | +1,088.8% | -1,012.4% | -2.8% |
| All | +76.3% | +1,101.9% | -1,025.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling