+160.5%
VEA vs CASY
+555.0%
-394.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.3% | +3.6% | -1.3% | +1.5% |
| 30D | +0.2% | +9.1% | -8.8% | -1.8% |
| 3M | -5.3% | -16.5% | +11.2% | -1.9% |
| 6M | -0.9% | -19.7% | +18.8% | +2.9% |
| YTD | +12.2% | +29.3% | -17.1% | +2.8% |
| 1Y | +16.1% | +33.1% | -17.0% | +5.3% |
| 3Y | +73.0% | +158.5% | -85.5% | +28.9% |
| 5Y | +53.7% | +266.7% | -213.0% | +1.8% |
| All | +160.5% | +555.0% | -394.5% | +48.6% |
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