+195.2%
VO vs CASY
+553.2%
-357.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -2.6% | +1.1% | -3.6% | -2.9% |
| 30D | -0.9% | +8.7% | -9.6% | -3.4% |
| 3M | -3.0% | -17.3% | +14.3% | +1.7% |
| 6M | +2.2% | -19.7% | +21.9% | +6.9% |
| YTD | +10.6% | +24.8% | -14.3% | -0.3% |
| 1Y | +12.5% | +31.9% | -19.4% | -0.6% |
| 3Y | +61.4% | +155.4% | -94.0% | +10.4% |
| 5Y | +33.4% | +250.6% | -217.2% | -20.4% |
| All | +195.2% | +553.2% | -357.9% | +44.2% |
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