+72.5%
CART vs VYM
+61.3%
+11.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.0% |
| 7D | +3.0% | -2.8% | +5.8% | +5.5% |
| 30D | +28.6% | +1.0% | +27.5% | +27.3% |
| 3M | +29.1% | -2.9% | +32.0% | +32.4% |
| 6M | +44.7% | +2.6% | +42.2% | +41.5% |
| YTD | +29.2% | +12.8% | +16.4% | +15.0% |
| 1Y | +66.2% | +16.8% | +49.4% | +42.5% |
| 3Y | +112.8% | +66.9% | +46.0% | +6.2% |
| All | +72.5% | +61.3% | +11.1% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling