+3,252.8%
CASY vs VT
+345.0%
+2,907.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +4.8% |
| 7D | +1.8% | -4.2% | +6.0% | +4.5% |
| 30D | +11.2% | -5.8% | +17.0% | +15.2% |
| 3M | -19.1% | -5.2% | -13.8% | -16.5% |
| 6M | -19.9% | +0.1% | -20.0% | -20.8% |
| YTD | +25.2% | +8.2% | +16.9% | +17.4% |
| 1Y | +31.6% | +10.1% | +21.5% | +22.0% |
| 3Y | +155.4% | +69.7% | +85.8% | +77.2% |
| 5Y | +251.5% | +53.4% | +198.2% | +157.9% |
| 10Y | +558.6% | +219.2% | +339.4% | +195.2% |
| All | +3,252.8% | +345.0% | +2,907.8% | +1,145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling