-100.0%
CANF vs VT
+214.8%
-314.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -2.3% |
| 7D | -3.6% | -4.2% | +0.6% | -1.6% |
| 30D | -25.2% | -5.8% | -19.4% | -23.0% |
| 3M | -50.0% | -5.2% | -44.8% | -48.7% |
| 6M | -54.3% | +0.1% | -54.4% | -54.4% |
| YTD | -60.0% | +8.2% | -68.2% | -61.5% |
| 1Y | -81.0% | +10.1% | -91.1% | -81.8% |
| 3Y | -96.3% | +69.7% | -166.0% | -97.1% |
| 5Y | -99.5% | +53.4% | -152.8% | -99.6% |
| All | -100.0% | +214.8% | -314.8% | -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