+72.5%
CART vs VSAT
+164.6%
-92.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.3% |
| 7D | +3.0% | -17.0% | +19.9% | +3.6% |
| 30D | +28.6% | -9.8% | +38.3% | +28.8% |
| 3M | +29.1% | -22.0% | +51.1% | +29.8% |
| 6M | +44.7% | -5.0% | +49.7% | +43.8% |
| YTD | +29.2% | +85.6% | -56.4% | +23.9% |
| 1Y | +66.2% | +80.2% | -14.0% | +59.3% |
| 3Y | +112.8% | +250.0% | -137.2% | +88.9% |
| All | +72.5% | +164.6% | -92.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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