+396.2%
VUG vs CASY
+539.5%
-143.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.0% |
| 7D | -1.2% | +5.0% | -6.2% | -2.4% |
| 30D | -8.9% | +8.2% | -17.0% | -10.8% |
| 3M | -5.9% | -18.2% | +12.3% | -1.6% |
| 6M | -3.3% | -18.6% | +15.3% | +0.3% |
| YTD | +3.4% | +26.8% | -23.4% | -6.6% |
| 1Y | +1.9% | +31.6% | -29.7% | -9.2% |
| 3Y | +76.9% | +156.5% | -79.6% | +24.6% |
| 5Y | +63.9% | +258.6% | -194.7% | +1.4% |
| 10Y | +396.2% | +550.3% | -154.1% | +156.4% |
| All | +396.2% | +539.5% | -143.3% | +156.4% |
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