+421.5%
CARR vs VTRS
+46.5%
+375.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | -3.8% | -2.2% | -1.6% | -3.1% |
| 30D | -8.9% | +3.3% | -12.2% | -9.9% |
| 3M | -17.3% | +2.0% | -19.3% | -18.2% |
| 6M | -1.4% | +19.9% | -21.3% | -7.5% |
| YTD | +10.0% | +35.7% | -25.7% | -1.0% |
| 1Y | -6.4% | +68.1% | -74.4% | -21.5% |
| 3Y | +1.5% | +87.1% | -85.5% | -20.4% |
| 5Y | +9.3% | +47.6% | -38.3% | -11.4% |
| All | +421.5% | +46.5% | +375.0% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 all: compounded portfolio wealth divided by compounded VTRS 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…
all analysis · Full analysis span regression · 6 months rolling