+128.1%
VTR vs CART
+21.6%
+106.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | -2.4% | +12.6% | -15.1% | -3.2% |
| 3M | +14.8% | +23.1% | -8.3% | +13.2% |
| 6M | +5.3% | +39.5% | -34.2% | +2.8% |
| YTD | +18.1% | +13.5% | +4.6% | +17.0% |
| 1Y | +36.7% | +14.9% | +21.8% | +35.3% |
| All | +128.1% | +21.6% | +106.5% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling