+141.5%
VTRS vs CART
+40.2%
+101.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +9.6% | -0.6% | +10.2% | +9.6% |
| 30D | +20.1% | +23.1% | -3.0% | +18.8% |
| 3M | +30.3% | +19.2% | +11.1% | +29.1% |
| 6M | +26.3% | +45.7% | -19.4% | +23.7% |
| YTD | +73.1% | +30.9% | +42.3% | +70.5% |
| 1Y | +94.7% | +50.2% | +44.5% | +89.4% |
| 3Y | +159.7% | +133.5% | +26.1% | +144.1% |
| All | +141.5% | +40.2% | +101.4% | +124.7% |
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