+78.5%
VTV vs CART
+135.4%
-56.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +2.9% | +1.3% | +1.6% | +2.8% |
| 30D | +3.8% | +19.2% | -15.4% | +2.6% |
| 3M | +1.6% | +17.6% | -16.0% | +0.4% |
| 6M | +11.2% | +47.4% | -36.2% | +8.2% |
| YTD | +22.0% | +30.9% | -8.9% | +19.5% |
| 1Y | +24.9% | +46.0% | -21.1% | +21.1% |
| 3Y | +78.5% | +130.3% | -51.9% | +64.5% |
| All | +78.5% | +135.4% | -56.9% | +64.5% |
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