+38.4%
CART vs VYM
+64.1%
-25.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | -9.5% | -1.0% | -8.5% | -8.7% |
| 30D | -7.8% | -2.0% | -5.7% | -6.1% |
| 3M | +10.4% | +3.1% | +7.4% | +7.7% |
| 6M | +20.1% | +8.9% | +11.2% | +11.2% |
| YTD | +3.7% | +14.7% | -11.0% | -9.0% |
| 1Y | +2.6% | +19.4% | -16.8% | -13.8% |
| All | +38.4% | +64.1% | -25.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VYM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling