+111.6%
CART vs VLTO
+54.1%
+57.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.2% | +12.0% | -10.8% | -2.7% |
| 30D | +27.1% | +20.8% | +6.3% | +18.9% |
| 3M | +27.4% | +20.1% | +7.3% | +19.5% |
| 6M | +32.1% | +32.6% | -0.5% | +19.7% |
| YTD | +28.5% | +17.3% | +11.2% | +20.9% |
| 1Y | +58.8% | +17.3% | +41.5% | +49.2% |
| 3Y | +114.8% | +66.9% | +47.8% | +77.2% |
| All | +111.6% | +54.1% | +57.5% | +73.4% |
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