+70.4%
VT vs CART
+38.8%
+31.6%
-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 | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | -2.5% | +31.8% | -34.3% | -4.8% |
| 3M | -1.3% | +28.5% | -29.8% | -3.5% |
| 6M | +3.1% | +38.2% | -35.1% | -0.1% |
| YTD | +10.9% | +29.6% | -18.7% | +7.9% |
| 1Y | +12.1% | +55.7% | -43.7% | +6.9% |
| 3Y | +73.9% | +116.7% | -42.8% | +58.7% |
| All | +70.4% | +38.8% | +31.6% | +56.0% |
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