+72.5%
CART vs VFC
+25.7%
+46.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +3.0% | +11.2% | -8.2% | +1.7% |
| 30D | +28.6% | +41.5% | -13.0% | +23.5% |
| 3M | +29.1% | +38.9% | -9.9% | +24.2% |
| 6M | +44.7% | +6.1% | +38.6% | +42.8% |
| YTD | +29.2% | +14.5% | +14.7% | +26.0% |
| 1Y | +66.2% | +46.0% | +20.2% | +57.2% |
| 3Y | +112.8% | +36.4% | +76.4% | +92.4% |
| All | +72.5% | +25.7% | +46.8% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling