+1,164.9%
VST vs CASY
+555.0%
+609.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +6.6% | +3.6% | +3.0% | +5.6% |
| 30D | -12.4% | +9.1% | -21.4% | -14.5% |
| 3M | -9.0% | -16.5% | +7.5% | -5.2% |
| 6M | -6.4% | -19.7% | +13.3% | -2.5% |
| YTD | -17.2% | +29.3% | -46.5% | -26.4% |
| 1Y | -22.0% | +33.1% | -55.2% | -31.5% |
| 3Y | +296.7% | +158.5% | +138.1% | +174.5% |
| 5Y | +637.6% | +266.7% | +370.9% | +344.0% |
| All | +1,164.9% | +555.0% | +609.8% | +557.7% |
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 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