-98.0%
CAN vs VT
+121.5%
-219.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.1% | -8.5% | -4.2% |
| 7D | -19.2% | -4.2% | -15.1% | -11.0% |
| 30D | -44.2% | -5.8% | -38.4% | -36.0% |
| 3M | -8.2% | -5.2% | -2.9% | +6.1% |
| 6M | -67.0% | +0.1% | -67.2% | -65.6% |
| YTD | -73.8% | +8.2% | -82.0% | -75.7% |
| 1Y | -86.0% | +10.1% | -96.1% | -87.4% |
| 3Y | -90.3% | +69.7% | -160.0% | -95.4% |
| 5Y | -97.9% | +53.4% | -151.3% | -98.7% |
| All | -98.0% | +121.5% | -219.5% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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