-32.0%
VST vs CART
+60.1%
-92.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.6% | +10.0% | +10.6% |
| 7D | -9.8% | +3.0% | -12.8% | -9.7% |
| 30D | -25.1% | +28.6% | -53.7% | -24.2% |
| 3M | -11.6% | +29.1% | -40.7% | -10.5% |
| 6M | -20.9% | +44.7% | -65.6% | -19.1% |
| YTD | -22.3% | +29.2% | -51.5% | -24.2% |
| 1Y | -32.0% | +66.2% | -98.2% | -30.5% |
| All | -32.0% | +60.1% | -92.1% | -30.5% |
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 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