+242.0%
VIG vs CASY
+464.4%
-222.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -2.2% | -17.2% | +15.0% | +2.4% |
| 30D | -3.2% | -24.4% | +21.2% | +3.6% |
| 3M | +3.0% | -31.4% | +34.4% | +12.9% |
| 6M | +8.1% | -8.9% | +17.0% | +8.3% |
| YTD | +9.1% | +13.8% | -4.8% | +2.0% |
| 1Y | +12.6% | +17.0% | -4.4% | +4.1% |
| 3Y | +55.4% | +163.1% | -107.7% | +8.0% |
| 5Y | +62.8% | +239.0% | -176.2% | +2.2% |
| All | +242.0% | +464.4% | -222.5% | +82.1% |
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