+73.0%
CART vs VT
+70.3%
+2.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -2.9% | -1.6% | -1.3% | -1.7% |
| 30D | +31.8% | -2.5% | +34.3% | +34.4% |
| 3M | +28.5% | -1.3% | +29.8% | +29.8% |
| 6M | +38.2% | +3.1% | +35.1% | +34.2% |
| YTD | +29.6% | +10.9% | +18.7% | +17.3% |
| 1Y | +55.7% | +12.1% | +43.7% | +39.4% |
| 3Y | +116.7% | +73.9% | +42.8% | +9.2% |
| All | +73.0% | +70.3% | +2.7% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling