+352.4%
CARZ vs VT
+345.4%
+7.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.6% | +0.4% | +0.1% | +0.1% |
| 30D | 0.0% | +1.0% | -1.0% | -1.1% |
| 3M | -11.9% | +2.4% | -14.3% | -13.6% |
| 6M | +26.0% | +12.0% | +14.0% | +11.8% |
| YTD | +36.6% | +15.3% | +21.2% | +17.3% |
| 1Y | +62.0% | +22.6% | +39.4% | +30.1% |
| 3Y | +102.5% | +74.7% | +27.8% | +10.6% |
| 5Y | +95.3% | +66.1% | +29.1% | +15.2% |
| 10Y | +274.7% | +225.0% | +49.7% | +11.3% |
| All | +352.4% | +345.4% | +7.0% | +1.7% |
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