+193.5%
VEA vs CARR
+414.1%
-220.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.7% |
| 7D | -2.1% | -4.1% | +2.1% | -1.1% |
| 30D | -1.1% | -11.0% | +9.9% | +1.6% |
| 3M | +5.1% | -16.4% | +21.4% | +9.2% |
| 6M | +9.8% | -2.4% | +12.1% | +9.6% |
| YTD | +15.9% | +8.4% | +7.5% | +12.9% |
| 1Y | +24.6% | -8.0% | +32.5% | +25.6% |
| 3Y | +75.5% | +0.6% | +75.0% | +70.4% |
| 5Y | +59.4% | +7.7% | +51.6% | +47.7% |
| All | +193.5% | +414.1% | -220.6% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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