+42.4%
CART vs VYM
+64.9%
-22.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.6% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -4.3% | -1.3% | -3.1% | -3.2% |
| 3M | +13.1% | +4.1% | +9.1% | +9.4% |
| 6M | +26.0% | +9.8% | +16.2% | +15.8% |
| YTD | +6.7% | +15.3% | -8.6% | -6.8% |
| 1Y | +6.3% | +20.0% | -13.7% | -11.1% |
| All | +42.4% | +64.9% | -22.5% | -27.8% |
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