+160.2%
VXUS vs ATI
+204.9%
-44.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.7% |
| 7D | -1.8% | +6.2% | -7.9% | -3.0% |
| 30D | -4.6% | -7.1% | +2.5% | -3.5% |
| 3M | -6.1% | -21.3% | +15.2% | -2.1% |
| 6M | -4.9% | +6.5% | -11.4% | -6.9% |
| YTD | +8.1% | +53.2% | -45.1% | -1.7% |
| 1Y | +12.1% | +82.7% | -70.6% | -1.5% |
| 3Y | +63.9% | +314.3% | -250.4% | +18.4% |
| 5Y | +43.1% | +890.9% | -847.8% | -15.3% |
| 10Y | +139.2% | +1,142.3% | -1,003.1% | +17.3% |
| All | +160.2% | +204.9% | -44.7% | +67.6% |
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