+742.6%
VGT vs CASY
+550.0%
+192.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +5.6% | +2.5% | +3.2% | +5.0% |
| 30D | -10.6% | +10.2% | -20.8% | -13.1% |
| 3M | -6.9% | -15.7% | +8.8% | -3.2% |
| 6M | +0.9% | -18.4% | +19.3% | +4.8% |
| YTD | +20.4% | +28.3% | -7.8% | +7.6% |
| 1Y | +17.4% | +32.6% | -15.2% | +3.5% |
| 3Y | +106.3% | +159.5% | -53.2% | +41.2% |
| 5Y | +107.9% | +263.9% | -156.0% | +23.8% |
| All | +742.6% | +550.0% | +192.6% | +314.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling