+25.3%
CARG vs VT
+161.1%
-135.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | -1.1% |
| 7D | +2.2% | +0.4% | +1.9% | +1.6% |
| 30D | +19.8% | -2.6% | +22.4% | +23.7% |
| 3M | -11.4% | -3.2% | -8.1% | -7.8% |
| 6M | -0.6% | +0.9% | -1.5% | -3.2% |
| YTD | -9.9% | +11.3% | -21.2% | -24.5% |
| 1Y | +3.6% | +14.0% | -10.4% | -16.2% |
| 3Y | +84.4% | +75.8% | +8.5% | -19.4% |
| 5Y | -4.0% | +57.8% | -61.9% | -49.2% |
| All | +25.3% | +161.1% | -135.8% | -62.9% |
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 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