+741.0%
VTRS vs CASY
+34,208.5%
-33,467.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | +4.6% | +3.6% | +1.0% | +3.9% |
| 30D | +19.4% | +9.1% | +10.3% | +17.4% |
| 3M | +30.8% | -16.5% | +47.3% | +34.8% |
| 6M | +21.6% | -19.7% | +41.4% | +25.5% |
| YTD | +71.2% | +29.3% | +41.9% | +60.4% |
| 1Y | +97.6% | +33.1% | +64.5% | +83.7% |
| 3Y | +163.9% | +158.5% | +5.3% | +112.3% |
| 5Y | +82.1% | +266.7% | -184.6% | +35.5% |
| 10Y | -31.3% | +553.5% | -584.8% | -55.1% |
| All | +741.0% | +34,208.5% | -33,467.5% | +161.2% |
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