+51.8%
VWO vs CART
+112.9%
-61.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | -0.4% | +3.0% | -3.4% | -0.6% |
| 30D | -7.6% | +28.6% | -36.2% | -9.2% |
| 3M | -7.6% | +29.1% | -36.7% | -9.3% |
| 6M | -8.7% | +44.7% | -53.4% | -11.2% |
| YTD | +3.2% | +29.2% | -26.0% | +1.0% |
| 1Y | +3.6% | +66.2% | -62.6% | -0.9% |
| 3Y | +51.8% | +112.8% | -61.0% | +41.6% |
| All | +51.8% | +112.9% | -61.1% | +41.6% |
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