+1,431.0%
VICR vs CASY
+464.4%
+966.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -0.4% | -17.2% | +16.8% | +7.1% |
| 30D | -15.6% | -24.4% | +8.8% | -6.0% |
| 3M | -35.4% | -31.4% | -4.0% | -25.6% |
| 6M | +1.3% | -8.9% | +10.2% | +2.1% |
| YTD | +62.5% | +13.8% | +48.6% | +49.1% |
| 1Y | +255.5% | +17.0% | +238.5% | +219.6% |
| 3Y | +182.0% | +163.1% | +18.9% | +68.8% |
| 5Y | +42.9% | +239.0% | -196.1% | -26.1% |
| All | +1,431.0% | +464.4% | +966.5% | +501.6% |
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 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