+500.1%
VST vs CASY
+254.0%
+246.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.3% | -6.5% |
| 7D | -19.9% | +1.8% | -21.7% | -20.2% |
| 30D | -29.7% | +11.2% | -40.8% | -31.0% |
| 3M | -19.6% | -19.1% | -0.5% | -16.9% |
| 6M | -29.4% | -19.9% | -9.5% | -27.1% |
| YTD | -29.7% | +25.2% | -54.9% | -35.8% |
| 1Y | -40.0% | +31.6% | -71.7% | -46.1% |
| 3Y | +231.0% | +155.4% | +75.6% | +148.8% |
| 5Y | +500.1% | +251.5% | +248.5% | +311.4% |
| All | +500.1% | +254.0% | +246.0% | +311.4% |
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