+249.3%
VST vs CART
+116.9%
+132.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.6% | -15.4% | -14.1% |
| 7D | -15.7% | +1.4% | -17.1% | -16.0% |
| 30D | -17.0% | +29.7% | -46.6% | -21.4% |
| 3M | -15.9% | +29.7% | -45.6% | -20.8% |
| 6M | -25.0% | +36.8% | -61.8% | -30.6% |
| YTD | -25.1% | +31.7% | -56.8% | -30.4% |
| 1Y | -34.9% | +62.4% | -97.2% | -43.4% |
| All | +249.3% | +116.9% | +132.4% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling