+66.6%
VT vs CASY
+276.6%
-210.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +1.0% | -11.3% | +12.3% | +3.0% |
| 3M | +2.4% | -0.6% | +3.0% | +1.5% |
| 6M | +12.0% | +10.7% | +1.3% | +8.0% |
| YTD | +15.3% | +37.1% | -21.8% | +5.8% |
| 1Y | +22.6% | +52.3% | -29.7% | +9.3% |
| 3Y | +74.7% | +215.2% | -140.5% | +26.8% |
| All | +66.6% | +276.6% | -210.0% | +10.4% |
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