+87.1%
VTRS vs CASY
+158.0%
-70.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | -2.2% | -18.6% | +16.4% | -0.2% |
| 30D | +3.3% | -26.6% | +30.0% | +6.5% |
| 3M | +2.0% | -32.8% | +34.8% | +6.1% |
| 6M | +19.9% | -10.0% | +30.0% | +19.8% |
| YTD | +35.7% | +11.6% | +24.1% | +31.2% |
| 1Y | +68.1% | +11.5% | +56.6% | +62.2% |
| 3Y | +87.1% | +160.7% | -73.6% | +67.8% |
| All | +87.1% | +158.0% | -70.9% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling