+167.9%
VSH vs CASY
+549.1%
-381.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | 0.0% |
| 7D | +6.2% | -4.4% | +10.6% | +7.8% |
| 30D | -11.1% | -12.0% | +0.9% | -7.4% |
| 3M | -44.9% | -2.3% | -42.6% | -46.1% |
| 6M | +90.0% | +10.5% | +79.4% | +77.0% |
| YTD | +118.8% | +33.0% | +85.8% | +88.9% |
| 1Y | +109.0% | +41.1% | +67.8% | +75.0% |
| 3Y | +35.6% | +207.5% | -171.9% | -22.6% |
| 5Y | +66.7% | +290.7% | -224.0% | -17.0% |
| 10Y | +167.9% | +556.5% | -388.5% | +6.8% |
| All | +167.9% | +549.1% | -381.1% | +6.8% |
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