+421.5%
CARR vs VTV
+214.3%
+207.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.6% |
| 7D | -3.8% | -1.1% | -2.7% | -2.5% |
| 30D | -8.9% | -1.0% | -7.9% | -7.8% |
| 3M | -17.3% | +4.6% | -22.0% | -21.5% |
| 6M | -1.4% | +13.5% | -14.9% | -14.4% |
| YTD | +10.0% | +18.5% | -8.5% | -9.0% |
| 1Y | -6.4% | +22.9% | -29.2% | -25.6% |
| 3Y | +1.5% | +67.8% | -66.3% | -41.8% |
| 5Y | +9.3% | +81.8% | -72.5% | -41.0% |
| All | +421.5% | +214.3% | +207.2% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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