+74.7%
CART vs VSXY
+501.5%
-426.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +19.2% | +20.1% | -0.9% | +17.7% |
| 3M | +17.6% | +16.6% | +1.0% | +16.1% |
| 6M | +47.4% | +134.9% | -87.6% | +38.4% |
| YTD | +30.9% | +96.0% | -65.1% | +24.3% |
| 1Y | +46.0% | +203.8% | -157.8% | +34.0% |
| 3Y | +130.3% | +465.3% | -335.0% | +89.0% |
| All | +74.7% | +501.5% | -426.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling