+16.4%
VCLT vs CASY
+453.5%
-437.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.1% |
| 7D | -1.4% | -18.6% | +17.2% | -0.5% |
| 30D | -1.2% | -26.6% | +25.5% | +0.1% |
| 3M | -4.8% | -32.8% | +28.0% | -3.2% |
| 6M | -2.6% | -10.0% | +7.4% | -2.5% |
| YTD | -3.3% | +11.6% | -15.0% | -4.4% |
| 1Y | -4.8% | +11.5% | -16.3% | -5.9% |
| 3Y | +11.5% | +160.7% | -149.2% | +5.0% |
| 5Y | -17.0% | +232.4% | -249.4% | -22.8% |
| All | +16.4% | +453.5% | -437.1% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling