+438.0%
CARE vs VT
+345.0%
+93.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.8% |
| 7D | -4.7% | -4.2% | -0.5% | -2.8% |
| 30D | -6.5% | -5.8% | -0.7% | -4.0% |
| 3M | -18.6% | -5.2% | -13.4% | -16.7% |
| 6M | +9.7% | +0.1% | +9.5% | +9.4% |
| YTD | +45.9% | +8.2% | +37.6% | +40.2% |
| 1Y | +64.5% | +10.1% | +54.4% | +56.9% |
| 3Y | +145.7% | +69.7% | +76.1% | +94.9% |
| 5Y | +78.0% | +53.4% | +24.6% | +46.7% |
| 10Y | +132.0% | +219.2% | -87.2% | +59.8% |
| All | +438.0% | +345.0% | +93.1% | +258.2% |
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