+1,255.6%
VFC vs CASY
+33,031.0%
-31,775.4%
-88.4%
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% | +0.2% |
| 7D | +11.2% | +1.1% | +10.1% | +10.9% |
| 30D | +41.5% | +8.7% | +32.8% | +38.8% |
| 3M | +38.9% | -17.3% | +56.2% | +44.2% |
| 6M | +6.1% | -19.7% | +25.9% | +9.7% |
| YTD | +14.5% | +24.8% | -10.3% | +6.8% |
| 1Y | +46.0% | +31.9% | +14.1% | +34.3% |
| 3Y | +36.4% | +155.4% | -119.0% | +6.5% |
| 5Y | -67.5% | +250.6% | -318.1% | -76.5% |
| 10Y | -45.8% | +556.8% | -602.7% | -65.7% |
| All | +1,255.6% | +33,031.0% | -31,775.4% | +331.1% |
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