-1.7%
VSH vs CART
+38.4%
-40.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.2% | +5.7% |
| 7D | -12.9% | +3.0% | -15.9% | -13.1% |
| 30D | -36.9% | +28.6% | -65.4% | -38.5% |
| 3M | -28.8% | +29.1% | -57.8% | -30.8% |
| 6M | -30.3% | +44.7% | -75.0% | -33.4% |
| YTD | +62.4% | +29.2% | +33.2% | +57.1% |
| 1Y | +62.5% | +66.2% | -3.6% | +50.7% |
| 3Y | +7.4% | +112.8% | -105.4% | -7.5% |
| All | -1.7% | +38.4% | -40.0% | -13.9% |
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