+89.2%
VTRS vs CART
+11.0%
+78.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.5% |
| 7D | -3.5% | -9.5% | +6.0% | -3.0% |
| 30D | +2.1% | -7.8% | +9.9% | +2.5% |
| 3M | +2.6% | +10.4% | -7.8% | +2.0% |
| 6M | +17.8% | +20.1% | -2.3% | +16.2% |
| YTD | +35.7% | +3.7% | +32.0% | +35.2% |
| 1Y | +63.5% | +2.6% | +60.9% | +62.4% |
| All | +89.2% | +11.0% | +78.2% | +78.2% |
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