+1,740.6%
VRT vs CASY
+567.8%
+1,172.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.5% |
| 7D | -21.4% | +1.1% | -22.4% | -21.7% |
| 30D | -25.8% | +8.7% | -34.5% | -28.2% |
| 3M | -33.5% | -17.3% | -16.2% | -30.1% |
| 6M | -49.0% | -19.7% | -29.3% | -46.6% |
| YTD | +12.9% | +24.8% | -11.9% | +0.9% |
| 1Y | 0.0% | +31.9% | -31.9% | -12.6% |
| 3Y | +361.8% | +155.4% | +206.4% | +211.4% |
| 5Y | +565.1% | +250.6% | +314.6% | +295.1% |
| All | +1,740.6% | +567.8% | +1,172.8% | +887.8% |
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