+465.9%
VSXY vs CASY
+156.4%
+309.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.6% |
| 7D | +10.2% | +5.0% | +5.2% | +9.5% |
| 30D | +33.6% | +8.2% | +25.5% | +32.1% |
| 3M | +10.8% | -18.2% | +29.0% | +13.5% |
| 6M | +130.5% | -18.6% | +149.1% | +135.4% |
| YTD | +104.4% | +26.8% | +77.7% | +90.2% |
| 1Y | +216.5% | +31.6% | +184.9% | +192.4% |
| 3Y | +465.9% | +156.5% | +309.4% | +354.1% |
| All | +465.9% | +156.4% | +309.5% | +354.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling