+97.3%
VTR vs CASY
+464.4%
-367.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.8% | -17.2% | +15.4% | +3.9% |
| 30D | +4.0% | -24.4% | +28.4% | +13.3% |
| 3M | +7.8% | -31.4% | +39.2% | +21.0% |
| 6M | +6.4% | -8.9% | +15.3% | +7.1% |
| YTD | +18.3% | +13.8% | +4.5% | +9.8% |
| 1Y | +33.9% | +17.0% | +17.0% | +22.7% |
| 3Y | +134.3% | +163.1% | -28.8% | +51.5% |
| 5Y | +90.3% | +239.0% | -148.7% | +7.1% |
| All | +97.3% | +464.4% | -367.1% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling