-47.8%
CARS vs VT
+179.2%
-227.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +15.7% | -0.1% | +15.8% | +15.3% |
| 30D | +37.7% | -3.1% | +40.8% | +42.7% |
| 3M | +9.7% | -3.5% | +13.2% | +14.3% |
| 6M | +14.5% | +0.5% | +14.0% | +11.9% |
| YTD | +9.6% | +10.8% | -1.2% | -7.5% |
| 1Y | +15.5% | +11.9% | +3.6% | -4.1% |
| 3Y | -28.9% | +73.0% | -101.9% | -68.4% |
| 5Y | -0.9% | +58.6% | -59.5% | -49.0% |
| All | -47.8% | +179.2% | -227.0% | -86.4% |
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