+138.2%
VSH vs CASY
+565.2%
-427.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.5% | +8.1% |
| 7D | +12.8% | +5.8% | +7.0% | +10.7% |
| 30D | -9.0% | +10.7% | -19.7% | -12.3% |
| 3M | -12.2% | -13.9% | +1.7% | -8.7% |
| 6M | -15.9% | -18.4% | +2.5% | -12.5% |
| YTD | +103.2% | +29.6% | +73.6% | +75.1% |
| 1Y | +108.4% | +32.8% | +75.6% | +77.1% |
| 3Y | +41.6% | +162.3% | -120.7% | -13.9% |
| 5Y | +54.6% | +265.0% | -210.4% | -21.6% |
| 10Y | +138.2% | +555.4% | -417.2% | -6.5% |
| All | +138.2% | +565.2% | -427.0% | -6.5% |
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