+65.4%
CASS vs VT
+215.5%
-150.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | +2.7% | -2.3% | +5.0% | +4.8% |
| 30D | +1.3% | -5.0% | +6.2% | +5.8% |
| 3M | -6.2% | -4.9% | -1.3% | -2.2% |
| 6M | +16.5% | -1.5% | +18.1% | +17.0% |
| YTD | +33.1% | +8.5% | +24.6% | +21.8% |
| 1Y | +40.1% | +11.4% | +28.7% | +24.9% |
| 3Y | +49.7% | +70.1% | -20.4% | -10.3% |
| 5Y | +35.8% | +53.7% | -17.9% | -11.2% |
| All | +65.4% | +215.5% | -150.1% | -41.5% |
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