+789.7%
VFC vs CASY
+36,294.0%
-35,504.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -18.1% | -0.6% | -17.5% | -19.0% |
| 6M | -27.4% | +10.7% | -38.1% | -30.0% |
| YTD | -24.8% | +37.1% | -61.9% | -31.1% |
| 1Y | -8.2% | +52.3% | -60.5% | -18.0% |
| 3Y | -29.1% | +215.2% | -244.3% | -47.0% |
| 5Y | -79.2% | +276.5% | -355.7% | -85.1% |
| 10Y | -68.1% | +508.4% | -576.5% | -79.5% |
| All | +789.7% | +36,294.0% | -35,504.3% | +178.1% |
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