+244.3%
VTI vs CARR
+421.5%
-177.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -0.9% | -3.8% | +2.9% | +0.1% |
| 30D | -1.4% | -8.9% | +7.5% | +0.9% |
| 3M | +3.6% | -17.3% | +20.9% | +8.4% |
| 6M | +13.6% | -1.4% | +15.0% | +12.7% |
| YTD | +12.9% | +10.0% | +2.9% | +8.5% |
| 1Y | +17.2% | -6.4% | +23.6% | +17.3% |
| 3Y | +75.7% | +1.5% | +74.1% | +69.2% |
| 5Y | +75.4% | +9.3% | +66.1% | +59.8% |
| All | +244.3% | +421.5% | -177.2% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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