+116.8%
CART vs VLTO
+69.4%
+47.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +1.4% | +13.8% | -12.5% | -3.3% |
| 30D | +29.7% | +21.2% | +8.5% | +20.8% |
| 3M | +29.7% | +21.5% | +8.2% | +20.8% |
| 6M | +36.8% | +33.0% | +3.8% | +23.3% |
| YTD | +31.7% | +17.8% | +13.9% | +23.4% |
| 1Y | +62.4% | +18.1% | +44.3% | +51.8% |
| All | +116.8% | +69.4% | +47.5% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling