+74.7%
CART vs VFC
+27.5%
+47.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.6% | -1.4% | +0.8% | -0.4% |
| 30D | +23.1% | +30.7% | -7.6% | +19.4% |
| 3M | +19.2% | +40.6% | -21.4% | +14.5% |
| 6M | +45.7% | +16.5% | +29.2% | +42.3% |
| YTD | +30.9% | +16.2% | +14.7% | +27.4% |
| 1Y | +50.2% | +42.4% | +7.7% | +42.5% |
| 3Y | +133.5% | +48.1% | +85.4% | +107.0% |
| All | +74.7% | +27.5% | +47.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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