+0.4%
VSAT vs CASY
+468.0%
-467.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.2% | +7.3% | -0.9% |
| 7D | +3.5% | -16.5% | +20.0% | +11.4% |
| 30D | -14.7% | -26.4% | +11.7% | -3.5% |
| 3M | +13.2% | -17.3% | +30.5% | +19.4% |
| 6M | +57.4% | -5.2% | +62.6% | +56.2% |
| YTD | +110.0% | +14.1% | +95.9% | +91.4% |
| 1Y | +134.4% | +16.6% | +117.8% | +111.0% |
| 3Y | +203.5% | +163.7% | +39.8% | +81.4% |
| 5Y | +47.1% | +231.3% | -184.2% | -23.0% |
| 10Y | +0.4% | +462.9% | -462.5% | -59.8% |
| All | +0.4% | +468.0% | -467.6% | -59.8% |
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 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