+116.8%
VGT vs CART
+40.2%
+76.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -10.1% | +23.1% | -33.2% | -12.3% |
| 3M | -5.3% | +19.2% | -24.5% | -7.4% |
| 6M | +0.2% | +45.7% | -45.4% | -4.7% |
| YTD | +21.1% | +30.9% | -9.8% | +16.3% |
| 1Y | +18.2% | +50.2% | -32.0% | +11.1% |
| 3Y | +107.4% | +133.5% | -26.1% | +84.0% |
| All | +116.8% | +40.2% | +76.6% | +92.0% |
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