+163.6%
VEA vs CASY
+468.0%
-304.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.4% | +2.3% |
| 7D | +0.3% | -16.5% | +16.8% | +4.2% |
| 30D | +0.4% | -26.4% | +26.8% | +7.2% |
| 3M | +4.8% | -17.3% | +22.1% | +7.8% |
| 6M | +11.3% | -5.2% | +16.5% | +10.2% |
| YTD | +17.4% | +14.1% | +3.3% | +10.8% |
| 1Y | +26.2% | +16.6% | +9.6% | +18.1% |
| 3Y | +77.7% | +163.7% | -86.0% | +30.7% |
| 5Y | +60.9% | +231.3% | -170.4% | +9.2% |
| 10Y | +163.6% | +462.9% | -299.3% | +55.5% |
| All | +163.6% | +468.0% | -304.4% | +55.5% |
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