+158.3%
VEA vs CASY
+3,205.0%
-3,046.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +1.8% | +2.5% | -0.7% | +1.1% |
| 30D | -0.9% | +10.2% | -11.1% | -3.8% |
| 3M | -5.0% | -15.7% | +10.7% | -1.1% |
| 6M | 0.0% | -18.4% | +18.4% | +3.9% |
| YTD | +12.2% | +28.3% | -16.1% | +1.3% |
| 1Y | +14.7% | +32.6% | -17.8% | +2.4% |
| 3Y | +73.2% | +159.5% | -86.3% | +22.6% |
| 5Y | +53.7% | +263.9% | -210.2% | -4.1% |
| 10Y | +159.3% | +548.5% | -389.2% | +28.1% |
| All | +158.3% | +3,205.0% | -3,046.7% | -35.6% |
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 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