+12.8%
VG vs CASY
+51.2%
-38.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +16.0% | -11.3% | +27.4% | +18.0% |
| 3M | +9.7% | -0.6% | +10.4% | +12.0% |
| 6M | +29.6% | +10.7% | +18.9% | +38.1% |
| YTD | +112.0% | +37.1% | +74.9% | +124.1% |
| 1Y | +12.8% | +52.3% | -39.5% | +24.3% |
| All | +12.8% | +51.2% | -38.4% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling