+130.3%
CART vs VCLT
+15.8%
+114.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +23.1% | +2.3% | +20.8% | +22.4% |
| 3M | +19.2% | -0.9% | +20.1% | +19.4% |
| 6M | +45.7% | -3.6% | +49.3% | +46.6% |
| YTD | +30.9% | -3.2% | +34.0% | +31.6% |
| 1Y | +50.2% | -4.2% | +54.3% | +51.2% |
| All | +130.3% | +15.8% | +114.5% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling