+508.2%
CASY vs VT
+224.5%
+283.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | +0.4% | -0.4% | -0.2% |
| 30D | -11.3% | +1.0% | -12.3% | -12.0% |
| 3M | -0.6% | +2.4% | -3.0% | -2.8% |
| 6M | +10.7% | +12.0% | -1.3% | +1.5% |
| YTD | +37.1% | +15.3% | +21.8% | +23.0% |
| 1Y | +52.3% | +22.6% | +29.7% | +30.5% |
| 3Y | +215.2% | +74.7% | +140.5% | +108.4% |
| 5Y | +276.5% | +66.1% | +210.3% | +156.5% |
| All | +508.2% | +224.5% | +283.7% | +147.1% |
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