+639.7%
VRT vs CART
+21.6%
+618.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.6% | +4.5% |
| 7D | +9.1% | +1.0% | +8.1% | +8.9% |
| 30D | +0.9% | +12.6% | -11.7% | -1.1% |
| 3M | -13.4% | +23.1% | -36.5% | -16.6% |
| 6M | +11.7% | +39.5% | -27.8% | +4.0% |
| YTD | +73.2% | +13.5% | +59.7% | +69.0% |
| 1Y | +123.4% | +14.9% | +108.6% | +115.7% |
| All | +639.7% | +21.6% | +618.2% | +540.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling