+72.5%
CART vs VCLT
+12.5%
+59.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +28.6% | +3.7% | +24.9% | +26.9% |
| 3M | +29.1% | -1.0% | +30.0% | +29.5% |
| 6M | +44.7% | -3.4% | +48.1% | +46.3% |
| YTD | +29.2% | -2.6% | +31.8% | +30.3% |
| 1Y | +66.2% | -3.3% | +69.4% | +67.9% |
| 3Y | +112.8% | +17.3% | +95.5% | +81.7% |
| All | +72.5% | +12.5% | +59.9% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling