+21.0%
VRT vs CART
+47.6%
-26.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | +18.6% | +1.2% | +17.4% | +18.9% |
| 30D | -11.7% | +17.8% | -29.4% | -8.2% |
| 3M | -27.3% | +20.7% | -48.0% | -24.0% |
| 6M | -42.9% | +49.7% | -92.6% | -36.4% |
| YTD | +29.5% | +30.0% | -0.5% | +47.3% |
| 1Y | +21.0% | +48.4% | -27.3% | +38.9% |
| All | +21.0% | +47.6% | -26.5% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling