+38.4%
CART vs VTEB
+9.3%
+29.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -9.5% | -0.7% | -8.8% | -9.1% |
| 30D | -7.8% | -2.1% | -5.7% | -6.6% |
| 3M | +10.4% | -2.7% | +13.1% | +12.1% |
| 6M | +20.1% | -2.1% | +22.2% | +21.5% |
| YTD | +3.7% | -1.1% | +4.8% | +4.9% |
| 1Y | +2.6% | +1.3% | +1.2% | +3.2% |
| All | +38.4% | +9.3% | +29.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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