-19.9%
CANE vs VT
+222.7%
-242.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.8% |
| 30D | -11.1% | -2.5% | -8.6% | -10.7% |
| 3M | +3.0% | -3.3% | +6.3% | +3.5% |
| 6M | +9.3% | +1.5% | +7.8% | +9.0% |
| YTD | +12.8% | +11.4% | +1.4% | +10.6% |
| 1Y | +17.8% | +11.9% | +5.8% | +15.4% |
| 3Y | -27.3% | +73.9% | -101.2% | -34.4% |
| 5Y | +14.0% | +57.9% | -43.9% | +4.5% |
| All | -19.9% | +222.7% | -242.6% | -39.0% |
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