-27.9%
CANE vs VT
+69.4%
-97.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | -4.8% | -4.2% | -0.6% | -4.7% |
| 30D | -8.9% | -5.8% | -3.1% | -8.8% |
| 3M | +11.9% | -5.2% | +17.2% | +12.1% |
| 6M | +8.6% | +0.1% | +8.4% | +8.5% |
| YTD | +14.3% | +8.2% | +6.1% | +13.9% |
| 1Y | +21.8% | +10.1% | +11.7% | +21.1% |
| All | -27.9% | +69.4% | -97.3% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling