+1,155.8%
VUG vs ATI
+2,240.6%
-1,084.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | 0.0% |
| 7D | -3.4% | +6.2% | -9.6% | -4.6% |
| 30D | -11.1% | -7.1% | -4.0% | -10.0% |
| 3M | -7.2% | -21.3% | +14.1% | -3.1% |
| 6M | -4.1% | +6.5% | -10.6% | -6.2% |
| YTD | +1.4% | +53.2% | -51.8% | -8.3% |
| 1Y | +1.9% | +82.7% | -80.8% | -11.1% |
| 3Y | +77.7% | +314.3% | -236.6% | +27.8% |
| 5Y | +57.6% | +890.9% | -833.3% | -6.9% |
| 10Y | +398.6% | +1,142.3% | -743.8% | +143.6% |
| All | +1,155.8% | +2,240.6% | -1,084.8% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling