+64.8%
VIG vs CASY
+261.5%
-196.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.1% | +2.5% | +0.6% | +2.7% |
| 30D | +5.0% | +10.2% | -5.2% | +3.2% |
| 3M | +2.7% | -15.7% | +18.4% | +5.5% |
| 6M | +11.0% | -18.4% | +29.3% | +14.3% |
| YTD | +16.0% | +28.3% | -12.3% | +7.1% |
| 1Y | +16.3% | +32.6% | -16.3% | +6.4% |
| 3Y | +66.8% | +159.5% | -92.7% | +25.2% |
| 5Y | +64.8% | +263.9% | -199.1% | +6.7% |
| All | +64.8% | +261.5% | -196.8% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling