+64.1%
VEA vs CART
+38.4%
+25.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.2% | +3.0% | -5.2% | -2.4% |
| 30D | -3.4% | +28.6% | -31.9% | -5.2% |
| 3M | -5.6% | +29.1% | -34.7% | -7.5% |
| 6M | -3.4% | +44.7% | -48.2% | -6.4% |
| YTD | +9.7% | +29.2% | -19.5% | +7.1% |
| 1Y | +15.4% | +66.2% | -50.8% | +10.0% |
| 3Y | +68.5% | +112.8% | -44.3% | +54.8% |
| All | +64.1% | +38.4% | +25.7% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling