+397.6%
VRT vs CASY
+159.8%
+237.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | +18.6% | +2.5% | +16.1% | +18.1% |
| 30D | -11.7% | +10.2% | -21.9% | -14.0% |
| 3M | -27.3% | -15.7% | -11.6% | -24.4% |
| 6M | -42.9% | -18.4% | -24.5% | -40.3% |
| YTD | +29.5% | +28.3% | +1.2% | +15.5% |
| 1Y | +21.0% | +32.6% | -11.5% | +6.4% |
| All | +397.6% | +159.8% | +237.8% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling