+129.9%
VTR vs CART
+40.2%
+89.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | +8.2% | +23.1% | -14.8% | +6.8% |
| 3M | +4.6% | +19.2% | -14.6% | +3.4% |
| 6M | +4.3% | +45.7% | -41.3% | +1.8% |
| YTD | +19.0% | +30.9% | -11.9% | +16.8% |
| 1Y | +21.6% | +50.2% | -28.5% | +18.0% |
| 3Y | +132.2% | +133.5% | -1.3% | +104.1% |
| All | +129.9% | +40.2% | +89.7% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling