+67.0%
VWO vs CART
+21.6%
+45.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +1.1% | +1.0% | 0.0% | +1.0% |
| 30D | +2.4% | +12.6% | -10.2% | +1.5% |
| 3M | +2.0% | +23.1% | -21.1% | +0.5% |
| 6M | +10.7% | +39.5% | -28.9% | +7.8% |
| YTD | +14.4% | +13.5% | +0.9% | +13.1% |
| 1Y | +22.7% | +14.9% | +7.8% | +20.9% |
| All | +67.0% | +21.6% | +45.4% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling