-48.2%
VRT vs CART
+35.2%
-83.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.4% | -11.6% | -14.4% |
| 7D | -28.1% | +1.2% | -29.3% | -27.9% |
| 30D | -30.2% | +27.1% | -57.3% | -27.5% |
| 3M | -36.4% | +27.4% | -63.8% | -34.2% |
| 6M | -48.2% | +32.1% | -80.3% | -45.6% |
| All | -48.2% | +35.2% | -83.3% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling