+17.3%
ATR price history and return analytics
+59.8%
-42.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.5% |
| 7D | -2.6% | -0.7% | -1.9% | -2.2% |
| 30D | +20.3% | -1.7% | +22.0% | +21.6% |
| 3M | +6.2% | -2.3% | +8.5% | +7.7% |
| 6M | +19.7% | +1.5% | +18.2% | +17.6% |
| YTD | +18.7% | +12.0% | +6.6% | +7.9% |
| 1Y | +22.4% | +12.9% | +9.5% | +10.6% |
| 3Y | +17.9% | +74.9% | -57.0% | -25.1% |
| 5Y | +17.3% | +59.9% | -42.6% | -21.9% |
| All | +17.3% | +59.8% | -42.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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