+83.5%
VUG vs CART
+40.2%
+43.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -7.0% | +23.1% | -30.1% | -9.1% |
| 3M | -3.7% | +19.2% | -22.9% | -5.7% |
| 6M | -1.6% | +45.7% | -47.3% | -6.0% |
| YTD | +5.1% | +30.9% | -25.7% | +1.3% |
| 1Y | +3.8% | +50.2% | -46.4% | -1.8% |
| 3Y | +79.9% | +133.5% | -53.6% | +61.0% |
| All | +83.5% | +40.2% | +43.4% | +64.7% |
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