+13.2%
VSH vs CART
+39.2%
-26.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -21.3% | +22.4% | -43.7% | -22.9% |
| 3M | -18.9% | +15.6% | -34.6% | -20.2% |
| 6M | -21.4% | +44.9% | -66.3% | -24.9% |
| YTD | +86.8% | +30.0% | +56.9% | +80.7% |
| 1Y | +85.8% | +56.6% | +29.1% | +74.1% |
| 3Y | +30.1% | +131.9% | -101.8% | +10.7% |
| All | +13.2% | +39.2% | -26.1% | -1.0% |
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