+2,723.0%
VRT vs CASY
+633.6%
+2,089.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | +0.9% | -11.3% | +12.3% | +4.6% |
| 3M | -13.4% | -0.6% | -12.7% | -15.0% |
| 6M | +11.7% | +10.7% | +1.0% | +5.6% |
| YTD | +73.2% | +37.1% | +36.1% | +51.4% |
| 1Y | +123.4% | +52.3% | +71.1% | +86.8% |
| 3Y | +606.2% | +215.2% | +391.0% | +344.4% |
| 5Y | +899.9% | +276.5% | +623.4% | +484.4% |
| All | +2,723.0% | +633.6% | +2,089.4% | +1,381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling