+51.5%
CART vs VSAT
+211.6%
-160.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -1.4% |
| 7D | +1.0% | +11.8% | -10.8% | +0.7% |
| 30D | +12.6% | -7.0% | +19.7% | +12.8% |
| 3M | +23.1% | +3.3% | +19.8% | +22.5% |
| 6M | +39.5% | +57.4% | -17.9% | +35.9% |
| YTD | +13.5% | +118.6% | -105.0% | +8.5% |
| 1Y | +14.9% | +150.2% | -135.4% | +8.7% |
| All | +51.5% | +211.6% | -160.1% | +44.8% |
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