+74.7%
CART vs VSXY
+522.4%
-447.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | +23.1% | +24.0% | -0.9% | +21.3% |
| 3M | +19.2% | +16.7% | +2.5% | +17.7% |
| 6M | +45.7% | +138.6% | -92.9% | +36.8% |
| YTD | +30.9% | +102.8% | -71.9% | +24.0% |
| 1Y | +50.2% | +214.2% | -164.0% | +37.6% |
| 3Y | +133.5% | +461.4% | -327.9% | +93.0% |
| All | +74.7% | +522.4% | -447.7% | +36.5% |
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