+220.7%
CAR vs VT
+215.5%
+5.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.8% |
| 7D | +10.0% | -2.3% | +12.4% | +14.7% |
| 30D | +7.8% | -5.0% | +12.8% | +18.1% |
| 3M | -14.1% | -4.9% | -9.2% | -6.2% |
| 6M | -27.6% | -1.5% | -26.1% | -27.2% |
| YTD | -7.4% | +8.5% | -15.9% | -23.5% |
| 1Y | -14.1% | +11.4% | -25.5% | -32.5% |
| 3Y | -37.6% | +70.1% | -107.7% | -78.2% |
| 5Y | -58.0% | +53.7% | -111.7% | -80.9% |
| All | +220.7% | +215.5% | +5.2% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling