+386.1%
CARR vs VT
+213.3%
+172.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -1.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.8% |
| 30D | -3.6% | -2.6% | -1.0% | -0.7% |
| 3M | -16.3% | -3.2% | -13.1% | -13.2% |
| 6M | -19.6% | +0.9% | -20.5% | -20.3% |
| YTD | +2.5% | +11.3% | -8.8% | -8.8% |
| 1Y | -5.8% | +14.0% | -19.8% | -18.4% |
| 3Y | +10.2% | +75.8% | -65.7% | -39.7% |
| 5Y | +4.7% | +57.8% | -53.2% | -36.4% |
| All | +386.1% | +213.3% | +172.8% | +89.4% |
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