+962.7%
VST vs CASY
+519.3%
+443.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.4% | -15.2% | -14.2% |
| 7D | -15.7% | +0.8% | -16.5% | -15.9% |
| 30D | -17.0% | +9.4% | -26.4% | -19.1% |
| 3M | -15.9% | -20.6% | +4.7% | -11.3% |
| 6M | -25.0% | -20.7% | -4.3% | -21.8% |
| YTD | -25.1% | +22.5% | -47.6% | -32.4% |
| 1Y | -34.9% | +29.5% | -64.3% | -42.4% |
| 3Y | +252.7% | +150.0% | +102.7% | +146.8% |
| 5Y | +582.3% | +248.6% | +333.8% | +318.4% |
| 10Y | +1,076.6% | +544.6% | +532.0% | +521.0% |
| All | +962.7% | +519.3% | +443.4% | +452.1% |
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