+113.0%
VWO vs ATI
+1,154.1%
-1,041.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.8% | -5.6% | +3.9% | -0.8% |
| 30D | -0.1% | -13.7% | +13.6% | +2.4% |
| 3M | +2.2% | -0.4% | +2.6% | +2.0% |
| 6M | +8.8% | +26.2% | -17.5% | +3.9% |
| YTD | +12.4% | +73.2% | -60.8% | +1.8% |
| 1Y | +15.6% | +161.6% | -146.0% | -2.7% |
| 3Y | +62.5% | +346.2% | -283.6% | +21.4% |
| 5Y | +34.3% | +1,047.6% | -1,013.4% | -16.8% |
| All | +113.0% | +1,154.1% | -1,041.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling