+18.9%
VSXY vs CASY
+234.8%
-215.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -14.2% | +10.7% | +0.6% |
| 7D | -10.7% | -16.5% | +5.8% | -6.3% |
| 30D | -24.3% | -26.4% | +2.1% | -17.7% |
| 3M | +1.0% | -17.3% | +18.3% | +4.1% |
| 6M | +57.4% | -5.2% | +62.6% | +53.1% |
| YTD | +39.8% | +14.1% | +25.7% | +27.1% |
| 1Y | +196.5% | +16.6% | +179.9% | +166.6% |
| 3Y | +357.2% | +163.7% | +193.5% | +166.7% |
| 5Y | +18.9% | +231.3% | -212.4% | -41.6% |
| All | +18.9% | +234.8% | -215.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling