-96.0%
CAN vs VT
+136.0%
-232.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | 0.0% | -8.4% | -8.4% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | +82.7% | +1.0% | +81.8% | +81.7% |
| 3M | -7.5% | +2.4% | -9.8% | -10.0% |
| 6M | -32.8% | +12.0% | -44.8% | -44.5% |
| YTD | -47.8% | +15.3% | -63.2% | -58.5% |
| 1Y | -47.4% | +22.6% | -70.0% | -61.5% |
| 3Y | -81.9% | +74.7% | -156.6% | -92.1% |
| 5Y | -96.2% | +66.1% | -162.4% | -98.1% |
| All | -96.0% | +136.0% | -232.0% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling