+73.0%
VEA vs CASY
+156.4%
-83.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | 0.0% | +5.0% | -5.0% | -0.5% |
| 30D | -1.4% | +8.2% | -9.6% | -2.3% |
| 3M | -4.1% | -18.2% | +14.1% | -2.0% |
| 6M | -1.3% | -18.6% | +17.3% | +1.0% |
| YTD | +12.1% | +26.8% | -14.7% | +5.6% |
| 1Y | +16.1% | +31.6% | -15.5% | +8.4% |
| 3Y | +73.0% | +156.5% | -83.5% | +44.3% |
| All | +73.0% | +156.4% | -83.4% | +44.3% |
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