+72.7%
VSXY vs CASY
+228.2%
-155.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -0.3% | -17.2% | +16.9% | +5.0% |
| 30D | -22.1% | -24.4% | +2.3% | -15.9% |
| 3M | -1.1% | -31.4% | +30.3% | +9.7% |
| 6M | +53.8% | -8.9% | +62.7% | +52.0% |
| YTD | +35.5% | +13.8% | +21.7% | +23.1% |
| 1Y | +186.0% | +17.0% | +169.1% | +156.4% |
| 3Y | +343.2% | +163.1% | +180.1% | +156.1% |
| 5Y | +19.0% | +239.0% | -220.0% | -42.5% |
| All | +72.7% | +228.2% | -155.5% | -18.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling