+194.4%
VSXY vs CASY
+51.2%
+143.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -14.0% | +0.1% | -14.1% | -14.0% |
| 30D | -15.9% | -11.3% | -4.6% | -15.3% |
| 3M | +3.4% | -0.6% | +4.0% | +2.0% |
| 6M | +25.9% | +10.7% | +15.2% | +17.4% |
| YTD | +39.5% | +37.1% | +2.4% | +25.1% |
| 1Y | +194.4% | +52.3% | +142.1% | +174.8% |
| All | +194.4% | +51.2% | +143.1% | +174.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling