-15.6%
CARR vs VG
-35.7%
+20.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -2.0% |
| 7D | +0.6% | +3.8% | -3.2% | +0.6% |
| 30D | -8.7% | +7.2% | -15.9% | -8.8% |
| 3M | -18.4% | +22.8% | -41.1% | -18.9% |
| 6M | -0.6% | +33.2% | -33.8% | -3.2% |
| YTD | +10.9% | +124.8% | -113.9% | +2.2% |
| 1Y | -7.3% | +15.8% | -23.1% | -9.8% |
| All | -15.6% | -35.7% | +20.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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