+79.3%
VEA vs CASY
+209.8%
-130.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.1% |
| 7D | +1.9% | -4.4% | +6.2% | +2.4% |
| 30D | +0.8% | -12.0% | +12.8% | +2.2% |
| 3M | +5.7% | -2.3% | +8.0% | +5.1% |
| 6M | +13.3% | +10.5% | +2.8% | +10.1% |
| YTD | +18.4% | +33.0% | -14.6% | +11.6% |
| 1Y | +27.0% | +41.1% | -14.2% | +18.2% |
| 3Y | +79.3% | +207.5% | -128.2% | +52.9% |
| All | +79.3% | +209.8% | -130.5% | +52.9% |
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