+1,636.0%
VSH vs CASY
+36,294.0%
-34,658.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -4.2% | -11.3% | +7.2% | -0.7% |
| 3M | -50.0% | -0.6% | -49.3% | -51.0% |
| 6M | +80.2% | +10.7% | +69.5% | +70.4% |
| YTD | +121.1% | +37.1% | +84.0% | +94.5% |
| 1Y | +112.0% | +52.3% | +59.7% | +79.3% |
| 3Y | +22.5% | +215.2% | -192.7% | -20.7% |
| 5Y | +64.0% | +276.5% | -212.4% | -1.1% |
| 10Y | +170.4% | +508.4% | -338.0% | +36.4% |
| All | +1,636.0% | +36,294.0% | -34,658.1% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling