+65.8%
CASS vs VT
+214.8%
-149.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +2.3% |
| 7D | +1.1% | -4.2% | +5.3% | +4.9% |
| 30D | +0.8% | -5.8% | +6.6% | +6.1% |
| 3M | -4.6% | -5.2% | +0.7% | -0.2% |
| 6M | +16.6% | +0.1% | +16.5% | +15.2% |
| YTD | +33.4% | +8.2% | +25.2% | +22.3% |
| 1Y | +38.1% | +10.1% | +27.9% | +24.4% |
| 3Y | +49.3% | +69.7% | -20.4% | -10.4% |
| 5Y | +36.2% | +53.4% | -17.2% | -10.8% |
| All | +65.8% | +214.8% | -149.0% | -41.2% |
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