+113.5%
VGT vs CART
+39.2%
+74.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -12.5% | +22.4% | -34.9% | -14.6% |
| 3M | -7.7% | +16.5% | -24.2% | -9.5% |
| 6M | -0.2% | +44.9% | -45.1% | -5.1% |
| YTD | +19.3% | +30.0% | -10.7% | +14.6% |
| 1Y | +18.2% | +59.1% | -40.9% | +10.1% |
| 3Y | +109.6% | +138.8% | -29.2% | +85.8% |
| All | +113.5% | +39.2% | +74.3% | +89.3% |
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