-49.4%
VG vs CART
+29.9%
-79.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.6% | -9.3% | -7.8% |
| 7D | -16.4% | +1.4% | -17.7% | -16.5% |
| 30D | -10.8% | +29.7% | -40.5% | -12.8% |
| 3M | -6.3% | +29.7% | -36.0% | -8.7% |
| 6M | -12.5% | +36.8% | -49.3% | -15.5% |
| YTD | +76.9% | +31.7% | +45.2% | +72.0% |
| 1Y | +51.8% | +62.4% | -10.6% | +42.1% |
| All | -49.4% | +29.9% | -79.3% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling