+130.5%
VGT vs CART
+14.3%
+116.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.5% |
| 7D | +1.8% | -4.1% | +5.9% | +2.3% |
| 30D | -0.3% | -4.3% | +4.0% | +0.1% |
| 3M | +3.4% | +13.1% | -9.8% | +1.5% |
| 6M | +35.0% | +26.0% | +9.0% | +30.1% |
| YTD | +28.8% | +6.7% | +22.0% | +26.8% |
| 1Y | +38.0% | +6.3% | +31.7% | +35.4% |
| All | +130.5% | +14.3% | +116.2% | +109.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling