+18.6%
VCIT vs CART
+41.0%
-22.4%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | +0.4% | +1.4% | -0.9% | +0.4% |
| 30D | +2.2% | +29.7% | -27.5% | +1.9% |
| 3M | -1.8% | +29.7% | -31.6% | -2.1% |
| 6M | -1.6% | +36.8% | -38.4% | -1.9% |
| YTD | -1.7% | +31.7% | -33.4% | -2.0% |
| 1Y | -0.8% | +62.4% | -63.2% | -1.3% |
| 3Y | +19.3% | +120.1% | -100.8% | +17.2% |
| All | +18.6% | +41.0% | -22.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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