+103.8%
VGT vs CART
+135.4%
-31.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | -9.5% | +19.2% | -28.7% | -11.5% |
| 3M | -9.5% | +17.6% | -27.0% | -11.5% |
| 6M | -1.8% | +47.4% | -49.1% | -7.2% |
| YTD | +18.4% | +30.9% | -12.5% | +13.3% |
| 1Y | +18.7% | +46.0% | -27.2% | +11.5% |
| 3Y | +103.8% | +130.3% | -26.5% | +77.3% |
| All | +103.8% | +135.4% | -31.6% | +77.3% |
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 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