+111.6%
CART vs VFC
+39.3%
+72.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.1% |
| 7D | +1.2% | +10.9% | -9.7% | +0.1% |
| 30D | +27.1% | +40.6% | -13.5% | +22.7% |
| 3M | +27.4% | +34.4% | -7.0% | +23.5% |
| 6M | +32.1% | +12.3% | +19.8% | +29.7% |
| YTD | +28.5% | +14.4% | +14.1% | +25.6% |
| 1Y | +58.8% | +40.6% | +18.2% | +51.8% |
| All | +111.6% | +39.3% | +72.3% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling