+35.4%
VTR vs CART
+5.2%
+30.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | -0.5% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | -3.7% | -4.3% | +0.6% | -3.7% |
| 3M | +13.5% | +13.1% | +0.4% | +13.9% |
| 6M | +7.2% | +26.0% | -18.8% | +7.7% |
| YTD | +17.6% | +6.7% | +10.9% | +18.9% |
| 1Y | +35.4% | +6.3% | +29.1% | +38.0% |
| All | +35.4% | +5.2% | +30.1% | +38.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling