-7.0%
VSH vs CART
+37.6%
-44.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.4% | -12.4% | -14.5% |
| 7D | -25.2% | +1.2% | -26.4% | -25.2% |
| 30D | -41.8% | +27.1% | -68.9% | -43.2% |
| 3M | -33.4% | +27.4% | -60.9% | -35.3% |
| 6M | -31.0% | +32.1% | -63.2% | -33.6% |
| YTD | +53.6% | +28.5% | +25.1% | +48.7% |
| 1Y | +46.3% | +58.8% | -12.5% | +36.7% |
| 3Y | -1.0% | +114.8% | -115.7% | -14.8% |
| All | -7.0% | +37.6% | -44.6% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling