+119.0%
VTR vs CART
+112.9%
+6.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +4.7% | +3.0% | +1.7% | +4.5% |
| 30D | +10.9% | +28.6% | -17.7% | +9.4% |
| 3M | -3.2% | +29.1% | -32.3% | -4.6% |
| 6M | +3.7% | +44.7% | -41.0% | +1.4% |
| YTD | +16.8% | +29.2% | -12.4% | +15.1% |
| 1Y | +21.3% | +66.2% | -44.8% | +17.2% |
| 3Y | +119.0% | +112.8% | +6.2% | +93.2% |
| All | +119.0% | +112.9% | +6.1% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling