+72.5%
CART vs VO
+55.0%
+17.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +3.0% | -2.6% | +5.5% | +5.3% |
| 30D | +28.6% | -0.9% | +29.5% | +29.6% |
| 3M | +29.1% | -3.0% | +32.1% | +32.5% |
| 6M | +44.7% | +2.2% | +42.5% | +42.0% |
| YTD | +29.2% | +10.6% | +18.6% | +17.8% |
| 1Y | +66.2% | +12.5% | +53.6% | +48.7% |
| 3Y | +112.8% | +61.4% | +51.4% | +25.0% |
| All | +72.5% | +55.0% | +17.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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