+70.9%
VTV vs CART
+39.2%
+31.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +3.1% | +22.4% | -19.3% | +1.7% |
| 3M | +1.8% | +16.5% | -14.7% | +0.8% |
| 6M | +10.9% | +44.9% | -34.0% | +8.0% |
| YTD | +20.9% | +30.0% | -9.1% | +18.4% |
| 1Y | +24.6% | +59.1% | -34.4% | +20.1% |
| 3Y | +78.6% | +138.8% | -60.2% | +64.8% |
| All | +70.9% | +39.2% | +31.7% | +59.3% |
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