+81.9%
VUG vs CART
+39.2%
+42.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +0.5% | +1.5% | -1.0% | +0.4% |
| 30D | -8.2% | +22.4% | -30.6% | -10.2% |
| 3M | -5.4% | +16.5% | -22.0% | -7.2% |
| 6M | -2.5% | +44.9% | -47.4% | -6.9% |
| YTD | +4.2% | +30.0% | -25.8% | +0.5% |
| 1Y | +5.0% | +59.1% | -54.0% | -1.4% |
| 3Y | +81.7% | +138.8% | -57.1% | +62.4% |
| All | +81.9% | +39.2% | +42.7% | +63.3% |
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