+588.9%
VST vs CASY
+250.1%
+338.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.6% |
| 7D | -9.8% | +1.1% | -10.9% | -10.0% |
| 30D | -25.1% | +8.7% | -33.8% | -26.3% |
| 3M | -11.6% | -17.3% | +5.7% | -9.0% |
| 6M | -20.9% | -19.7% | -1.2% | -18.5% |
| YTD | -22.3% | +24.8% | -47.1% | -29.0% |
| 1Y | -32.0% | +31.9% | -63.9% | -39.0% |
| 3Y | +262.4% | +155.4% | +107.0% | +172.5% |
| All | +588.9% | +250.1% | +338.8% | +373.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling