+75.0%
VTI vs CARR
+8.3%
+66.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -0.9% | -3.8% | +2.9% | +0.4% |
| 30D | -1.4% | -8.9% | +7.5% | +1.6% |
| 3M | +3.6% | -17.3% | +20.9% | +9.8% |
| 6M | +13.6% | -1.4% | +15.0% | +12.0% |
| YTD | +12.9% | +10.0% | +2.9% | +6.4% |
| 1Y | +17.2% | -6.4% | +23.6% | +17.0% |
| 3Y | +75.7% | +1.5% | +74.1% | +63.6% |
| All | +75.0% | +8.3% | +66.7% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling