+409.7%
VUG vs CASY
+549.1%
-139.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | +0.9% | -4.4% | +5.2% | +2.0% |
| 30D | -1.4% | -12.0% | +10.6% | +1.8% |
| 3M | +2.3% | -2.3% | +4.7% | +1.4% |
| 6M | +15.7% | +10.5% | +5.2% | +10.0% |
| YTD | +8.6% | +33.0% | -24.4% | -2.6% |
| 1Y | +14.1% | +41.1% | -27.1% | +0.1% |
| 3Y | +87.9% | +207.5% | -119.6% | +25.2% |
| 5Y | +76.3% | +290.7% | -214.4% | +7.0% |
| 10Y | +409.7% | +556.5% | -146.8% | +160.2% |
| All | +409.7% | +549.1% | -139.4% | +160.2% |
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