+55.9%
VWO vs CART
+40.2%
+15.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -4.2% | +23.1% | -27.3% | -5.5% |
| 3M | -4.6% | +19.2% | -23.8% | -5.8% |
| 6M | -5.0% | +45.7% | -50.6% | -7.5% |
| YTD | +6.8% | +30.9% | -24.1% | +4.5% |
| 1Y | +5.8% | +50.2% | -44.4% | +2.2% |
| 3Y | +58.1% | +133.5% | -75.4% | +46.1% |
| All | +55.9% | +40.2% | +15.7% | +44.8% |
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