+196.3%
VO vs CASY
+555.0%
-358.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +3.1% | +3.6% | -0.5% | +2.1% |
| 30D | +2.2% | +9.1% | -6.9% | -0.4% |
| 3M | -2.5% | -16.5% | +14.0% | +2.0% |
| 6M | +7.0% | -19.7% | +26.7% | +12.1% |
| YTD | +14.0% | +29.3% | -15.3% | +1.8% |
| 1Y | +15.6% | +33.1% | -17.5% | +2.1% |
| 3Y | +66.2% | +158.5% | -92.3% | +13.5% |
| 5Y | +36.6% | +266.7% | -230.1% | -19.6% |
| All | +196.3% | +555.0% | -358.7% | +44.3% |
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