+77.7%
VUG vs CASY
+154.1%
-76.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | -11.1% | +8.7% | -19.8% | -11.9% |
| 3M | -7.2% | -17.3% | +10.1% | -5.4% |
| 6M | -4.1% | -19.7% | +15.6% | -1.8% |
| YTD | +1.4% | +24.8% | -23.4% | -5.5% |
| 1Y | +1.9% | +31.9% | -30.0% | -6.4% |
| 3Y | +77.7% | +155.4% | -77.6% | +42.8% |
| All | +77.7% | +154.1% | -76.3% | +42.8% |
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