+51.9%
VLTO vs CASY
+159.4%
-107.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +12.0% | +1.8% | +10.2% | +11.8% |
| 30D | +20.8% | +11.2% | +9.7% | +19.8% |
| 3M | +20.1% | -19.1% | +39.2% | +22.0% |
| 6M | +32.6% | -19.9% | +52.5% | +35.3% |
| YTD | +17.3% | +25.2% | -7.9% | +10.5% |
| 1Y | +17.3% | +31.6% | -14.3% | +9.5% |
| 3Y | +66.9% | +155.4% | -88.5% | +33.3% |
| All | +51.9% | +159.4% | -107.5% | +21.0% |
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