-22.4%
CARR vs VG
-49.4%
+26.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -4.3% | -7.7% | +3.4% | -4.1% |
| 30D | -4.2% | -8.8% | +4.6% | -4.1% |
| 3M | -16.1% | -15.6% | -0.5% | -15.9% |
| 6M | -20.1% | +5.2% | -25.3% | -20.9% |
| YTD | +1.9% | +76.9% | -75.0% | -5.7% |
| 1Y | -6.1% | +42.5% | -48.6% | -11.6% |
| All | -22.4% | -49.4% | +26.9% | -23.4% |
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