+1,112.0%
VST vs CASY
+553.2%
+558.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.6% |
| 7D | -9.8% | +1.1% | -10.9% | -10.2% |
| 30D | -25.1% | +8.7% | -33.8% | -27.0% |
| 3M | -11.6% | -17.3% | +5.7% | -7.8% |
| 6M | -20.9% | -19.7% | -1.2% | -17.8% |
| YTD | -22.3% | +24.8% | -47.1% | -30.3% |
| 1Y | -32.0% | +31.9% | -63.9% | -40.3% |
| 3Y | +262.4% | +155.4% | +107.0% | +151.5% |
| 5Y | +563.4% | +250.6% | +312.8% | +305.2% |
| All | +1,112.0% | +553.2% | +558.9% | +529.6% |
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