+58.1%
VUG vs ATI
+906.2%
-848.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.1% |
| 7D | -3.4% | +6.2% | -9.6% | -4.8% |
| 30D | -11.1% | -7.1% | -4.0% | -9.8% |
| 3M | -7.2% | -21.3% | +14.1% | -2.4% |
| 6M | -4.1% | +6.5% | -10.6% | -6.6% |
| YTD | +1.4% | +53.2% | -51.8% | -10.1% |
| 1Y | +1.9% | +82.7% | -80.8% | -13.5% |
| 3Y | +77.7% | +314.3% | -236.6% | +17.8% |
| All | +58.1% | +906.2% | -848.1% | -13.2% |
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 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