+11.6%
VSH vs CART
+39.2%
-27.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.6% | +12.9% | +13.4% |
| 7D | +3.5% | +1.5% | +2.0% | +3.4% |
| 30D | -22.4% | +22.4% | -44.8% | -24.0% |
| 3M | -25.2% | +16.5% | -41.7% | -26.5% |
| 6M | -22.5% | +44.9% | -67.4% | -26.0% |
| YTD | +84.2% | +30.0% | +54.2% | +78.1% |
| 1Y | +87.1% | +59.1% | +28.0% | +74.9% |
| 3Y | +31.7% | +138.8% | -107.1% | +11.5% |
| All | +11.6% | +39.2% | -27.6% | -2.4% |
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