-54.2%
CARS vs VT
+190.7%
-244.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | +0.4% | -2.2% | -2.4% |
| 30D | -0.9% | +1.0% | -1.9% | -2.2% |
| 3M | +25.6% | +2.4% | +23.2% | +20.6% |
| 6M | +40.6% | +12.0% | +28.6% | +18.0% |
| YTD | -3.9% | +15.3% | -19.2% | -22.6% |
| 1Y | -13.9% | +22.6% | -36.5% | -36.7% |
| 3Y | -37.4% | +74.7% | -112.1% | -72.2% |
| 5Y | -6.8% | +66.1% | -73.0% | -54.7% |
| All | -54.2% | +190.7% | -244.9% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling