+313.0%
VST vs CART
+40.2%
+272.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +10.9% | -0.6% | +11.5% | +11.1% |
| 30D | -15.6% | +23.1% | -38.7% | -19.0% |
| 3M | -7.8% | +19.2% | -27.0% | -11.2% |
| 6M | -12.0% | +45.7% | -57.6% | -19.2% |
| YTD | -16.9% | +30.9% | -47.8% | -22.5% |
| 1Y | -25.1% | +50.2% | -75.3% | -32.9% |
| 3Y | +297.1% | +133.5% | +163.5% | +237.7% |
| All | +313.0% | +40.2% | +272.8% | +256.3% |
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