+20.7%
CARG vs VT
+165.2%
-144.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.7% |
| 7D | -2.7% | -2.0% | -0.7% | 0.0% |
| 30D | -8.0% | -1.4% | -6.5% | -6.2% |
| 3M | +18.5% | +4.7% | +13.8% | +10.5% |
| 6M | +2.8% | +11.4% | -8.5% | -13.2% |
| YTD | -13.2% | +13.1% | -26.2% | -28.4% |
| 1Y | -5.9% | +19.0% | -25.0% | -28.1% |
| 3Y | +81.4% | +73.9% | +7.4% | -18.9% |
| 5Y | +5.6% | +65.4% | -59.7% | -47.0% |
| All | +20.7% | +165.2% | -144.5% | -64.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling