+26.5%
VTEB vs CASY
+651.5%
-625.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | -0.2% | -4.4% | +4.1% | -0.2% |
| 30D | -1.6% | -12.0% | +10.4% | -1.5% |
| 3M | -2.0% | -2.3% | +0.4% | -2.0% |
| 6M | -1.7% | +10.5% | -12.2% | -1.9% |
| YTD | -0.6% | +33.0% | -33.6% | -1.0% |
| 1Y | +1.8% | +41.1% | -39.3% | +1.3% |
| 3Y | +9.6% | +207.5% | -197.9% | +7.7% |
| 5Y | +2.1% | +290.7% | -288.7% | -0.1% |
| 10Y | +18.9% | +556.5% | -537.5% | +16.2% |
| All | +26.5% | +651.5% | -625.0% | +24.7% |
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