+12.4%
VSH vs CART
+40.2%
-27.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.3% |
| 7D | +14.3% | +1.3% | +13.1% | +14.2% |
| 30D | -7.9% | +19.2% | -27.0% | -9.5% |
| 3M | -19.9% | +17.6% | -37.4% | -21.3% |
| 6M | -30.5% | +47.4% | -77.9% | -33.8% |
| YTD | +85.7% | +30.9% | +54.8% | +79.4% |
| 1Y | +98.9% | +46.0% | +53.0% | +88.7% |
| 3Y | +32.1% | +130.3% | -98.2% | +12.6% |
| All | +12.4% | +40.2% | -27.7% | -1.7% |
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