-39.3%
VG vs CASY
+87.2%
-126.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +16.0% | -11.3% | +27.4% | +19.5% |
| 3M | +9.7% | -0.6% | +10.4% | +10.9% |
| 6M | +29.6% | +10.7% | +18.9% | +27.2% |
| YTD | +112.0% | +37.1% | +74.9% | +92.5% |
| 1Y | +12.8% | +52.3% | -39.5% | -3.0% |
| All | -39.3% | +87.2% | -126.5% | -57.7% |
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