+1,522.4%
CAR vs VT
+374.2%
+1,148.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +0.4% | 0.0% | -0.3% |
| 30D | 0.0% | +1.0% | -0.9% | -1.6% |
| 3M | -21.5% | +2.4% | -23.9% | -25.3% |
| 6M | +44.9% | +12.0% | +32.9% | +18.2% |
| YTD | +8.1% | +15.3% | -7.2% | -15.9% |
| 1Y | -11.4% | +22.6% | -34.0% | -38.0% |
| 3Y | -31.2% | +74.7% | -105.9% | -71.8% |
| 5Y | +58.1% | +66.1% | -8.0% | -25.5% |
| 10Y | +306.8% | +225.0% | +81.8% | -18.6% |
| All | +1,522.4% | +374.2% | +1,148.2% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling