+73.5%
CART vs VSXY
+543.2%
-469.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.2% |
| 7D | +1.5% | +15.2% | -13.7% | +0.5% |
| 30D | +22.4% | +37.0% | -14.6% | +19.9% |
| 3M | +16.5% | +15.2% | +1.3% | +15.2% |
| 6M | +44.9% | +136.3% | -91.4% | +36.2% |
| YTD | +30.0% | +109.6% | -79.6% | +22.9% |
| 1Y | +59.1% | +223.7% | -164.6% | +45.4% |
| 3Y | +138.8% | +516.3% | -377.5% | +93.9% |
| All | +73.5% | +543.2% | -469.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling