+40.8%
VNQ vs CART
+112.9%
-72.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.9% | +3.0% | -1.1% | +1.7% |
| 30D | +7.9% | +28.6% | -20.6% | +6.0% |
| 3M | -1.5% | +29.1% | -30.6% | -3.4% |
| 6M | +0.3% | +44.7% | -44.4% | -2.5% |
| YTD | +11.3% | +29.2% | -18.0% | +8.8% |
| 1Y | +11.8% | +66.2% | -54.3% | +6.9% |
| 3Y | +40.8% | +112.8% | -72.0% | +26.2% |
| All | +40.8% | +112.9% | -72.1% | +26.2% |
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