-77.9%
VFC vs CASY
+276.6%
-354.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | -11.3% | -0.3% | -9.1% |
| 3M | -18.1% | -0.6% | -17.5% | -19.4% |
| 6M | -27.4% | +10.7% | -38.1% | -31.3% |
| YTD | -24.8% | +37.1% | -61.9% | -33.9% |
| 1Y | -8.2% | +52.3% | -60.5% | -22.6% |
| 3Y | -29.1% | +215.2% | -244.3% | -55.7% |
| All | -77.9% | +276.6% | -354.5% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling