+4.4%
VICR vs CASY
+265.4%
-261.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.7% | +3.4% |
| 7D | +5.7% | +5.8% | -0.1% | +4.1% |
| 30D | -35.2% | +10.7% | -45.9% | -37.3% |
| 3M | -20.3% | -13.9% | -6.4% | -17.4% |
| 6M | -46.3% | -18.4% | -27.8% | -43.8% |
| YTD | +53.4% | +29.6% | +23.7% | +37.4% |
| 1Y | +81.6% | +32.8% | +48.8% | +61.2% |
| 3Y | +360.5% | +162.3% | +198.3% | +215.1% |
| 5Y | +4.4% | +265.0% | -260.6% | -37.9% |
| All | +4.4% | +265.4% | -261.0% | -37.9% |
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