+412.3%
VRT vs CART
+39.2%
+373.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -17.7% | +0.3% | -18.0% | -17.7% |
| 30D | -20.0% | +22.4% | -42.4% | -22.3% |
| 3M | -28.1% | +15.6% | -43.7% | -29.8% |
| 6M | -42.8% | +44.9% | -87.8% | -46.5% |
| YTD | +20.0% | +30.0% | -10.0% | +14.6% |
| 1Y | +3.5% | +56.6% | -53.1% | -6.3% |
| 3Y | +366.1% | +131.9% | +234.2% | +302.9% |
| All | +412.3% | +39.2% | +373.1% | +334.3% |
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 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