+48.1%
VICR vs CASY
+234.8%
-186.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.2% | +9.4% | -0.7% |
| 7D | +1.3% | -16.5% | +17.8% | +6.5% |
| 30D | -11.9% | -26.4% | +14.4% | -3.9% |
| 3M | -35.1% | -17.3% | -17.8% | -33.0% |
| 6M | +8.1% | -5.2% | +13.3% | +7.1% |
| YTD | +67.8% | +14.1% | +53.7% | +57.1% |
| 1Y | +267.3% | +16.6% | +250.7% | +239.2% |
| 3Y | +191.2% | +163.7% | +27.5% | +98.6% |
| 5Y | +48.1% | +231.3% | -183.2% | -4.6% |
| All | +48.1% | +234.8% | -186.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling