-100.0%
CANF vs VT
+224.5%
-324.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -34.4% | +0.4% | -34.9% | -34.6% |
| 30D | -30.3% | +1.0% | -31.3% | -30.7% |
| 3M | -29.4% | +2.4% | -31.8% | -30.3% |
| 6M | -63.0% | +12.0% | -75.0% | -64.9% |
| YTD | -44.2% | +15.3% | -59.6% | -48.0% |
| 1Y | -82.8% | +22.6% | -105.4% | -84.4% |
| 3Y | -96.1% | +74.7% | -170.8% | -97.0% |
| 5Y | -99.4% | +66.1% | -165.5% | -99.5% |
| All | -100.0% | +224.5% | -324.4% | -100.0% |
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