+348.0%
VT vs CASY
+3,227.9%
-2,879.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.7% |
| 7D | -4.2% | +1.8% | -6.0% | -4.7% |
| 30D | -5.8% | +11.2% | -17.0% | -8.9% |
| 3M | -5.2% | -19.1% | +13.8% | +0.1% |
| 6M | +0.1% | -19.9% | +20.0% | +4.7% |
| YTD | +8.2% | +25.2% | -16.9% | -2.2% |
| 1Y | +10.1% | +31.6% | -21.5% | -2.3% |
| 3Y | +69.7% | +155.4% | -85.8% | +18.1% |
| 5Y | +53.4% | +251.5% | -198.2% | -5.8% |
| 10Y | +219.2% | +558.6% | -339.4% | +51.0% |
| All | +348.0% | +3,227.9% | -2,879.9% | +0.9% |
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