+252.3%
CAR vs VT
+224.4%
+27.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +0.4% |
| 7D | +6.3% | -0.7% | +7.0% | +7.4% |
| 30D | +21.1% | -1.7% | +22.9% | +24.9% |
| 3M | -9.5% | -2.3% | -7.2% | -5.9% |
| 6M | -15.8% | +1.5% | -17.3% | -19.8% |
| YTD | -0.8% | +12.0% | -12.8% | -22.7% |
| 1Y | -11.5% | +12.9% | -24.3% | -31.9% |
| 3Y | -28.6% | +74.9% | -103.6% | -76.4% |
| 5Y | -50.4% | +59.9% | -110.3% | -79.1% |
| 10Y | +252.3% | +224.6% | +27.7% | -64.3% |
| All | +252.3% | +224.4% | +27.9% | -64.3% |
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