+28.9%
CARY vs VT
+106.4%
-77.5%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.1% |
| 30D | 0.0% | +1.0% | -1.0% | 0.0% |
| 3M | +0.6% | +2.4% | -1.8% | +0.5% |
| 6M | +0.8% | +12.0% | -11.2% | +0.4% |
| YTD | +2.4% | +15.3% | -12.9% | +2.0% |
| 1Y | +3.7% | +22.6% | -18.9% | +3.1% |
| 3Y | +21.9% | +74.7% | -52.7% | +20.0% |
| All | +28.9% | +106.4% | -77.5% | +26.9% |
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