+130.9%
VGT vs CART
+21.6%
+109.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | +1.3% | +12.6% | -11.3% | -0.3% |
| 3M | -1.1% | +23.1% | -24.3% | -3.9% |
| 6M | +32.6% | +39.5% | -6.9% | +26.2% |
| YTD | +29.0% | +13.5% | +15.5% | +26.1% |
| 1Y | +39.7% | +14.9% | +24.8% | +35.8% |
| All | +130.9% | +21.6% | +109.3% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling