+126.1%
VTR vs CART
+40.2%
+85.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.2% | +1.3% | -1.1% | +0.1% |
| 30D | +5.5% | +19.2% | -13.7% | +4.3% |
| 3M | -0.9% | +17.6% | -18.5% | -2.0% |
| 6M | -0.4% | +47.4% | -47.8% | -3.0% |
| YTD | +17.0% | +30.9% | -13.9% | +14.9% |
| 1Y | +18.0% | +46.0% | -28.0% | +14.7% |
| 3Y | +127.4% | +130.3% | -3.0% | +100.3% |
| All | +126.1% | +40.2% | +85.9% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling