+1,250.4%
VUG vs ATI
+2,704.7%
-1,454.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -0.3% | +2.7% | -3.0% | -1.0% |
| 3M | -0.7% | +16.3% | -17.0% | -4.0% |
| 6M | +14.6% | +30.2% | -15.5% | +7.8% |
| YTD | +9.0% | +83.6% | -74.5% | -4.5% |
| 1Y | +14.9% | +173.0% | -158.1% | -7.5% |
| 3Y | +86.0% | +356.6% | -270.6% | +31.4% |
| 5Y | +76.7% | +1,074.2% | -997.5% | +0.9% |
| 10Y | +411.3% | +1,136.2% | -724.9% | +149.7% |
| All | +1,250.4% | +2,704.7% | -1,454.3% | +408.2% |
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