+237.7%
CARZ vs VT
+221.8%
+15.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.5% |
| 7D | +2.5% | +2.4% | +0.2% | -0.5% |
| 30D | -9.7% | -1.5% | -8.2% | -7.7% |
| 3M | -14.7% | -4.1% | -10.5% | -9.5% |
| 6M | -19.6% | +0.6% | -20.1% | -19.0% |
| YTD | +18.8% | +11.0% | +7.7% | +6.4% |
| 1Y | +24.1% | +13.3% | +10.8% | +8.4% |
| 3Y | +90.8% | +73.4% | +17.4% | +1.5% |
| 5Y | +52.9% | +57.4% | -4.5% | -7.4% |
| All | +237.7% | +221.8% | +15.9% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling