+127.5%
VTR vs CART
+39.2%
+88.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +3.2% | +1.5% | +1.7% | +3.1% |
| 30D | +9.1% | +22.4% | -13.3% | +7.7% |
| 3M | -3.6% | +16.5% | -20.1% | -4.5% |
| 6M | +3.8% | +44.9% | -41.1% | +1.2% |
| YTD | +17.8% | +30.0% | -12.2% | +15.7% |
| 1Y | +20.5% | +59.1% | -38.5% | +16.4% |
| 3Y | +132.4% | +138.8% | -6.4% | +103.5% |
| All | +127.5% | +39.2% | +88.3% | +105.0% |
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