+66.3%
VT vs CART
+37.6%
+28.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.9% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | -5.8% | +27.1% | -32.9% | -7.7% |
| 3M | -5.2% | +27.4% | -32.7% | -7.3% |
| 6M | +0.1% | +32.1% | -32.0% | -2.6% |
| YTD | +8.2% | +28.5% | -20.2% | +5.4% |
| 1Y | +10.1% | +58.8% | -48.7% | +4.8% |
| 3Y | +69.7% | +114.8% | -45.1% | +55.0% |
| All | +66.3% | +37.6% | +28.7% | +52.3% |
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