+106.9%
VGT vs CART
+38.4%
+68.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -7.2% | +3.0% | -10.2% | -7.5% |
| 30D | -16.1% | +28.6% | -44.7% | -18.6% |
| 3M | -9.2% | +29.1% | -38.2% | -12.1% |
| 6M | -0.7% | +44.7% | -45.4% | -5.6% |
| YTD | +15.6% | +29.2% | -13.7% | +11.1% |
| 1Y | +14.4% | +66.2% | -51.8% | +5.8% |
| 3Y | +105.2% | +112.8% | -7.6% | +82.9% |
| All | +106.9% | +38.4% | +68.5% | +83.5% |
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