+504.2%
CARE vs VT
+374.2%
+130.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -8.6% | +1.0% | -9.6% | -9.0% |
| 3M | +12.9% | +2.4% | +10.6% | +11.6% |
| 6M | +53.5% | +12.0% | +41.5% | +45.4% |
| YTD | +63.8% | +15.3% | +48.4% | +53.0% |
| 1Y | +64.4% | +22.6% | +41.8% | +49.4% |
| 3Y | +125.2% | +74.7% | +50.5% | +76.2% |
| 5Y | +140.1% | +66.1% | +74.0% | +91.3% |
| 10Y | +131.8% | +225.0% | -93.2% | +55.7% |
| All | +504.2% | +374.2% | +130.0% | +291.0% |
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