+249.4%
VST vs CART
+37.6%
+211.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.7% | -5.7% |
| 7D | -19.9% | +1.2% | -21.1% | -20.1% |
| 30D | -29.7% | +27.1% | -56.8% | -33.0% |
| 3M | -19.6% | +27.4% | -47.0% | -23.8% |
| 6M | -29.4% | +32.1% | -61.5% | -33.9% |
| YTD | -29.7% | +28.5% | -58.2% | -34.2% |
| 1Y | -40.0% | +58.8% | -98.9% | -47.3% |
| 3Y | +231.0% | +114.8% | +116.2% | +183.9% |
| All | +249.4% | +37.6% | +211.8% | +202.4% |
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