+73.5%
CART vs VFC
+28.9%
+44.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | +1.5% | +7.7% | -6.2% | +0.7% |
| 30D | +22.4% | +39.2% | -16.8% | +17.8% |
| 3M | +16.5% | +40.3% | -23.7% | +12.0% |
| 6M | +44.9% | +11.4% | +33.5% | +42.2% |
| YTD | +30.0% | +17.5% | +12.4% | +26.4% |
| 1Y | +59.1% | +45.9% | +13.2% | +50.6% |
| 3Y | +138.8% | +47.3% | +91.5% | +112.3% |
| All | +73.5% | +28.9% | +44.5% | +56.9% |
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