+112.8%
CART vs VLTO
+54.8%
+58.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +3.0% | +5.4% | -2.4% | +1.2% |
| 30D | +28.6% | +22.3% | +6.2% | +19.8% |
| 3M | +29.1% | +19.6% | +9.5% | +21.2% |
| 6M | +44.7% | +35.2% | +9.6% | +30.3% |
| YTD | +29.2% | +17.9% | +11.4% | +21.4% |
| 1Y | +66.2% | +19.5% | +46.6% | +55.2% |
| 3Y | +112.8% | +73.9% | +38.9% | +74.1% |
| All | +112.8% | +54.8% | +58.0% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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