+73.4%
VT vs CART
+41.0%
+32.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -1.4% | +29.7% | -31.1% | -3.6% |
| 3M | -1.4% | +29.7% | -31.1% | -3.7% |
| 6M | +5.5% | +36.8% | -31.3% | +2.3% |
| YTD | +12.8% | +31.7% | -18.8% | +9.6% |
| 1Y | +15.4% | +62.4% | -47.0% | +9.7% |
| 3Y | +76.9% | +120.1% | -43.2% | +61.2% |
| All | +73.4% | +41.0% | +32.4% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling