-20.9%
VST vs CART
+14.4%
-35.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | +8.9% | +1.0% | +7.9% | +8.8% |
| 30D | +6.2% | +12.6% | -6.4% | +5.5% |
| 3M | -2.7% | +23.1% | -25.8% | -4.0% |
| 6M | -8.4% | +39.5% | -47.9% | -10.5% |
| YTD | -7.2% | +13.5% | -20.7% | -7.2% |
| 1Y | -20.9% | +14.9% | -35.8% | -21.0% |
| All | -20.9% | +14.4% | -35.3% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling