+71.5%
CART vs VSAT
+145.7%
-74.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.1% | +8.7% | -2.0% |
| 7D | +1.2% | -23.9% | +25.1% | +2.1% |
| 30D | +27.1% | -20.2% | +47.3% | +27.8% |
| 3M | +27.4% | -26.7% | +54.1% | +28.4% |
| 6M | +32.1% | -9.4% | +41.6% | +31.5% |
| YTD | +28.5% | +72.3% | -43.8% | +23.6% |
| 1Y | +58.8% | +56.6% | +2.2% | +53.2% |
| 3Y | +114.8% | +199.9% | -85.1% | +95.4% |
| All | +71.5% | +145.7% | -74.2% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling