+77.2%
VT vs CART
+21.6%
+55.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | +0.4% | +1.0% | -0.6% | +0.4% |
| 30D | +1.0% | +12.6% | -11.6% | -0.1% |
| 3M | +2.4% | +23.1% | -20.7% | +0.4% |
| 6M | +12.0% | +39.5% | -27.5% | +8.3% |
| YTD | +15.3% | +13.5% | +1.8% | +13.6% |
| 1Y | +22.6% | +14.9% | +7.7% | +20.2% |
| All | +77.2% | +21.6% | +55.6% | +64.2% |
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