+103.4%
VCLT vs CASY
+2,693.2%
-2,589.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.9% | -11.3% | +10.5% | -0.7% |
| 3M | -3.2% | -0.6% | -2.6% | -3.3% |
| 6M | -3.8% | +10.7% | -14.5% | -4.1% |
| YTD | -2.0% | +37.1% | -39.1% | -2.6% |
| 1Y | -0.8% | +52.3% | -53.1% | -1.6% |
| 3Y | +12.3% | +215.2% | -202.9% | +10.3% |
| 5Y | -15.4% | +276.5% | -291.9% | -17.0% |
| 10Y | +15.7% | +508.4% | -492.6% | +14.6% |
| All | +103.4% | +2,693.2% | -2,589.8% | +115.5% |
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