+137.1%
VTRS vs CART
+39.2%
+97.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +9.0% | +1.2% | +7.8% | +8.9% |
| 30D | +19.8% | +17.8% | +2.0% | +18.8% |
| 3M | +29.3% | +20.7% | +8.6% | +28.0% |
| 6M | +22.2% | +49.7% | -27.5% | +19.5% |
| YTD | +69.9% | +30.0% | +39.9% | +67.4% |
| 1Y | +94.4% | +48.4% | +46.0% | +89.3% |
| 3Y | +154.8% | +132.0% | +22.9% | +139.7% |
| All | +137.1% | +39.2% | +97.8% | +120.6% |
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 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