+382.3%
VRT vs CART
+38.4%
+343.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | -21.4% | +3.0% | -24.3% | -21.6% |
| 30D | -25.8% | +28.6% | -54.4% | -28.5% |
| 3M | -33.5% | +29.1% | -62.6% | -36.3% |
| 6M | -49.0% | +44.7% | -93.8% | -52.3% |
| YTD | +12.9% | +29.2% | -16.3% | +8.0% |
| 1Y | 0.0% | +66.2% | -66.1% | -11.0% |
| 3Y | +361.8% | +112.8% | +249.0% | +300.5% |
| All | +382.3% | +38.4% | +343.9% | +309.2% |
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 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