+1,084.8%
VICR vs CASY
+550.0%
+534.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +21.9% | +2.5% | +19.4% | +20.8% |
| 30D | -38.4% | +10.2% | -48.6% | -41.2% |
| 3M | -27.2% | -15.7% | -11.5% | -23.1% |
| 6M | -43.7% | -18.4% | -25.3% | -41.0% |
| YTD | +50.3% | +28.3% | +22.0% | +30.1% |
| 1Y | +74.6% | +32.6% | +42.0% | +48.6% |
| 3Y | +351.2% | +159.5% | +191.7% | +173.0% |
| 5Y | +2.5% | +263.9% | -261.4% | -48.8% |
| All | +1,084.8% | +550.0% | +534.8% | +334.2% |
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