+140.3%
VMC vs CASY
+551.3%
-411.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +0.3% | +3.6% | -3.3% | -0.7% |
| 30D | +18.6% | +7.2% | +11.4% | +16.2% |
| 3M | +2.0% | -16.9% | +19.0% | +6.9% |
| 6M | +2.6% | -19.3% | +21.9% | +7.1% |
| YTD | +2.3% | +25.6% | -23.4% | -8.1% |
| 1Y | +1.7% | +30.2% | -28.5% | -9.9% |
| 3Y | +41.7% | +154.9% | -113.2% | -3.1% |
| 5Y | +46.6% | +252.1% | -205.5% | -12.1% |
| 10Y | +140.3% | +535.8% | -395.6% | +18.7% |
| All | +140.3% | +551.3% | -411.1% | +18.7% |
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