+241.5%
VTI vs CARR
+414.1%
-172.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | 0.0% |
| 7D | -2.0% | -4.1% | +2.1% | -1.0% |
| 30D | -1.9% | -11.0% | +9.0% | +1.0% |
| 3M | +4.5% | -16.4% | +20.9% | +9.0% |
| 6M | +12.6% | -2.4% | +15.0% | +12.0% |
| YTD | +12.0% | +8.4% | +3.6% | +8.0% |
| 1Y | +17.3% | -8.0% | +25.3% | +18.0% |
| 3Y | +75.3% | +0.6% | +74.8% | +69.3% |
| 5Y | +74.0% | +7.7% | +66.3% | +59.0% |
| All | +241.5% | +414.1% | -172.6% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling