+4.7%
CARR vs VT
+57.0%
-52.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +3.5% | +2.4% | +1.1% | +0.6% |
| 30D | +0.4% | -1.5% | +1.9% | +2.2% |
| 3M | -14.1% | -4.1% | -10.0% | -9.5% |
| 6M | -16.7% | +0.6% | -17.2% | -17.1% |
| YTD | +4.2% | +11.0% | -6.8% | -8.1% |
| 1Y | -0.2% | +13.3% | -13.5% | -14.1% |
| 3Y | +10.9% | +73.4% | -62.5% | -42.2% |
| All | +4.7% | +57.0% | -52.4% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling