+1,216.9%
VST vs CASY
+593.2%
+623.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | +6.2% | -11.3% | +17.5% | +9.5% |
| 3M | -2.7% | -0.6% | -2.1% | -4.3% |
| 6M | -8.4% | +10.7% | -19.1% | -13.2% |
| YTD | -7.2% | +37.1% | -44.3% | -18.1% |
| 1Y | -20.9% | +52.3% | -73.2% | -33.0% |
| 3Y | +384.0% | +215.2% | +168.8% | +217.0% |
| 5Y | +757.1% | +276.5% | +480.6% | +419.4% |
| All | +1,216.9% | +593.2% | +623.7% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling