+96.3%
VCIT vs CASY
+2,449.8%
-2,353.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.2% |
| 7D | +0.5% | +1.8% | -1.4% | +0.4% |
| 30D | +2.1% | +11.2% | -9.1% | +2.0% |
| 3M | -1.6% | -19.1% | +17.5% | -1.4% |
| 6M | -1.6% | -19.9% | +18.3% | -1.5% |
| YTD | -1.5% | +25.2% | -26.7% | -1.8% |
| 1Y | -0.4% | +31.6% | -32.0% | -0.7% |
| 3Y | +19.6% | +155.4% | -135.8% | +18.6% |
| 5Y | +3.3% | +251.5% | -248.3% | +2.3% |
| 10Y | +28.9% | +558.6% | -529.8% | +28.6% |
| All | +96.3% | +2,449.8% | -2,353.5% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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