+111.1%
VSH vs CASY
+555.0%
-443.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.5% |
| 7D | +14.3% | +3.6% | +10.8% | +13.2% |
| 30D | -7.9% | +9.1% | -16.9% | -10.7% |
| 3M | -19.9% | -16.5% | -3.3% | -15.8% |
| 6M | -30.5% | -19.7% | -10.8% | -27.3% |
| YTD | +85.7% | +29.3% | +56.4% | +60.1% |
| 1Y | +98.9% | +33.1% | +65.8% | +68.9% |
| 3Y | +32.1% | +158.5% | -126.4% | -19.0% |
| 5Y | +39.7% | +266.7% | -227.0% | -29.3% |
| All | +111.1% | +555.0% | -443.9% | -16.3% |
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