+17.7%
ATR price history and return analytics
+57.4%
-39.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.7% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +19.7% | -2.6% | +22.3% | +21.8% |
| 3M | +6.4% | -3.2% | +9.7% | +8.7% |
| 6M | +19.5% | +0.9% | +18.6% | +17.9% |
| YTD | +19.5% | +11.3% | +8.2% | +9.3% |
| 1Y | +25.4% | +14.0% | +11.4% | +12.4% |
| 3Y | +20.1% | +75.8% | -55.8% | -24.0% |
| 5Y | +17.7% | +57.8% | -40.1% | -20.8% |
| All | +17.7% | +57.4% | -39.6% | -20.8% |
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