+149.8%
VSXY vs CASY
+272.7%
-122.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -1.7% | +3.6% | -5.3% | -2.7% |
| 30D | +20.1% | +9.1% | +11.1% | +17.0% |
| 3M | +16.6% | -16.5% | +33.1% | +22.1% |
| 6M | +134.9% | -19.7% | +154.6% | +147.0% |
| YTD | +96.0% | +29.3% | +66.7% | +71.3% |
| 1Y | +203.8% | +33.1% | +170.6% | +162.3% |
| 3Y | +465.3% | +158.5% | +306.8% | +245.3% |
| 5Y | +106.3% | +266.7% | -160.4% | -0.7% |
| All | +149.8% | +272.7% | -122.9% | +13.3% |
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