+56.2%
VFC vs CASY
+161.8%
-105.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.1% |
| 7D | +1.6% | +3.6% | -1.9% | +1.1% |
| 30D | +25.5% | +9.1% | +16.4% | +23.8% |
| 3M | +41.3% | -16.5% | +57.8% | +44.7% |
| 6M | +22.2% | -19.7% | +41.9% | +26.5% |
| YTD | +16.4% | +29.3% | -12.9% | +5.9% |
| 1Y | +38.4% | +33.1% | +5.3% | +24.7% |
| 3Y | +56.2% | +158.5% | -102.3% | +16.6% |
| All | +56.2% | +161.8% | -105.6% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling