+74.7%
CART vs VCLT
+10.6%
+64.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.3% | -2.3% | +3.5% | +2.1% |
| 30D | +19.2% | +0.8% | +18.4% | +18.8% |
| 3M | +17.6% | -2.7% | +20.2% | +18.7% |
| 6M | +47.4% | -4.3% | +51.7% | +49.6% |
| YTD | +30.9% | -4.3% | +35.2% | +32.9% |
| 1Y | +46.0% | -4.4% | +50.3% | +48.1% |
| 3Y | +130.3% | +13.8% | +116.5% | +99.8% |
| All | +74.7% | +10.6% | +64.1% | +48.3% |
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