+3.8%
VUG vs CART
+47.6%
-43.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | +4.4% | +1.2% | +3.2% | +4.3% |
| 30D | -7.3% | +17.8% | -25.1% | -8.2% |
| 3M | -4.2% | +20.7% | -24.9% | -5.3% |
| 6M | -1.6% | +49.7% | -51.3% | -3.9% |
| YTD | +4.9% | +30.0% | -25.1% | +2.9% |
| 1Y | +3.8% | +48.4% | -44.6% | +0.9% |
| All | +3.8% | +47.6% | -43.8% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling