+87.0%
CART vs VLTO
+27.2%
+59.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +1.0% | -2.3% | +3.3% | +1.8% |
| 30D | +12.6% | -0.9% | +13.5% | +13.0% |
| 3M | +23.1% | +13.8% | +9.3% | +18.0% |
| 6M | +39.5% | +2.0% | +37.5% | +38.2% |
| YTD | +13.5% | -3.2% | +16.7% | +14.3% |
| 1Y | +14.9% | -9.2% | +24.0% | +17.7% |
| All | +87.0% | +27.2% | +59.8% | +63.9% |
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