-56.0%
CARS vs VT
+189.3%
-245.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.4% |
| 7D | -2.9% | +1.0% | -3.9% | -4.3% |
| 30D | -8.7% | -0.2% | -8.4% | -8.4% |
| 3M | +21.0% | +4.5% | +16.4% | +12.9% |
| 6M | +38.5% | +14.1% | +24.5% | +13.3% |
| YTD | -7.8% | +14.8% | -22.5% | -25.3% |
| 1Y | -16.7% | +21.2% | -37.9% | -37.7% |
| 3Y | -38.1% | +76.6% | -114.7% | -72.9% |
| 5Y | -7.3% | +66.6% | -73.9% | -55.2% |
| All | -56.0% | +189.3% | -245.3% | -89.0% |
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