+127.0%
VMC vs CASY
+550.0%
-423.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | +15.3% | +10.2% | +5.0% | +12.0% |
| 3M | +0.3% | -15.7% | +16.0% | +4.7% |
| 6M | +0.9% | -18.4% | +19.3% | +5.0% |
| YTD | -1.0% | +28.3% | -29.3% | -11.7% |
| 1Y | -4.3% | +32.6% | -36.9% | -15.7% |
| 3Y | +35.3% | +159.5% | -124.2% | -8.0% |
| 5Y | +44.4% | +263.9% | -219.5% | -14.5% |
| All | +127.0% | +550.0% | -423.0% | +10.3% |
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