+51.5%
CART vs VT
+77.1%
-25.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | +12.6% | +1.0% | +11.6% | +11.8% |
| 3M | +23.1% | +2.4% | +20.7% | +20.7% |
| 6M | +39.5% | +12.0% | +27.5% | +26.2% |
| YTD | +13.5% | +15.3% | -1.8% | -0.4% |
| 1Y | +14.9% | +22.6% | -7.7% | -5.5% |
| All | +51.5% | +77.1% | -25.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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