+436.5%
CARR vs VT
+223.1%
+213.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +3.2% | +1.0% | +2.2% | +2.1% |
| 30D | -7.7% | -0.2% | -7.4% | -7.4% |
| 3M | -11.9% | +4.5% | -16.5% | -16.1% |
| 6M | +2.0% | +14.1% | -12.0% | -11.7% |
| YTD | +13.2% | +14.8% | -1.6% | -2.7% |
| 1Y | -8.5% | +21.2% | -29.7% | -26.0% |
| 3Y | +5.0% | +76.6% | -71.6% | -42.9% |
| 5Y | +12.0% | +66.6% | -54.6% | -35.6% |
| All | +436.5% | +223.1% | +213.4% | +102.0% |
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