-48.5%
VFC vs CASY
+565.2%
-613.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -1.4% | +5.8% | -7.2% | -3.5% |
| 30D | +30.7% | +10.7% | +20.0% | +25.7% |
| 3M | +40.6% | -13.9% | +54.5% | +47.5% |
| 6M | +16.5% | -18.4% | +34.9% | +22.5% |
| YTD | +16.2% | +29.6% | -13.5% | -0.6% |
| 1Y | +42.4% | +32.8% | +9.6% | +20.1% |
| 3Y | +48.1% | +162.3% | -114.2% | -12.1% |
| 5Y | -67.8% | +265.0% | -332.8% | -84.2% |
| 10Y | -48.5% | +555.4% | -603.8% | -79.9% |
| All | -48.5% | +565.2% | -613.6% | -79.9% |
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