+152.7%
VMC vs CASY
+549.1%
-396.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.8% |
| 7D | -0.5% | -4.4% | +3.8% | +0.7% |
| 30D | -9.1% | -12.0% | +2.9% | -5.9% |
| 3M | -4.1% | -2.3% | -1.8% | -5.3% |
| 6M | -5.5% | +10.5% | -16.1% | -10.8% |
| YTD | -8.9% | +33.0% | -41.9% | -19.1% |
| 1Y | -12.9% | +41.1% | -54.1% | -24.5% |
| 3Y | +22.1% | +207.5% | -185.4% | -21.4% |
| 5Y | +52.7% | +290.7% | -238.0% | -10.6% |
| 10Y | +152.7% | +556.5% | -403.7% | +24.7% |
| All | +152.7% | +549.1% | -396.3% | +24.7% |
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