+1,044.2%
VICR vs CASY
+555.0%
+489.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +8.3% | +3.6% | +4.7% | +6.9% |
| 30D | -35.2% | +9.1% | -44.2% | -37.8% |
| 3M | -29.8% | -16.5% | -13.3% | -25.6% |
| 6M | -48.6% | -19.7% | -28.9% | -45.7% |
| YTD | +45.1% | +29.3% | +15.9% | +25.3% |
| 1Y | +79.6% | +33.1% | +46.4% | +52.6% |
| 3Y | +335.4% | +158.5% | +176.9% | +164.1% |
| 5Y | -1.0% | +266.7% | -267.7% | -50.7% |
| All | +1,044.2% | +555.0% | +489.2% | +318.0% |
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